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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1250729048 Security: 125072904 Symbol: SMIWRZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 28.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.05.2023
Key Information Document DE 04.05.2023
Key Information Document EN 04.05.2023
Key Information Document FR 04.05.2023
Key Information Document IT 04.05.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.02
Change -50.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume 15'000.00 Unit
Date/time 16.05.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date11.05.2023
Last trading20.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.00%
Year to date (YTD) -94.29%
1 month -91.67%
3 months -92.59%
1 year -94.59%
3 years n.a.

Key figures on issue

Issue price0.40
Underlying price on issue11'434.68
Premium0.03%
Premium p.a.0.39%
Leverage52.46
Implied volatility0.12

Reference data

ISIN CH1250729048
Symbol SMIWRZ
Security 125072904
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'500.00
C/P type put
Subscription ratio 2'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 2000
Value day 04.05.2023

Key figures

Premium 3.33%
Premium p.a. 39.18%
Leverage 296.36
Implied volatility 11.92%
Moneyness out-of-the-money
Leverage 52.4635
Delta -0.1770
Gamma 0.0000
Theta -0.0008
Rho -0.0009
Vega 0.0045
Fair value 0.02
Intrinsic value n.a.
Break-even 11'460.00
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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