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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1268365942 Security: 126836594 Symbol: SMI7QZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.009

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 100'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.001 0.009
Volume 1'000'000.00 100'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.009
Change -10.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.04.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date09.06.2023
Last trading19.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -83.33%
Year to date (YTD) -40.00%
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.03
Underlying price on issue11'381.84
Premium0.21%
Premium p.a.0.35%
Leverage30.35
Implied volatility0.12

Reference data

ISIN CH1268365942
Symbol SMI7QZ
Security 126836594
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 14'500.00
C/P type call
Subscription ratio 2'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 2000
Value day 02.06.2023

Key figures

Premium 20.91%
Premium p.a. 34.69%
Leverage 1'200.09
Implied volatility 11.56%
Moneyness out-of-the-money
Leverage 30.3466
Delta 0.0253
Gamma 0.0000
Theta -0.0001
Rho 0.0007
Vega 0.0027
Fair value 0.01
Intrinsic value n.a.
Break-even 14'510.00
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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