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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1268383838 Security: 126838383 Symbol: SMIXWZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

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 17.08.2023
Key Information Document DE 17.08.2023
Key Information Document EN 17.08.2023
Key Information Document FR 17.08.2023
Key Information Document IT 17.08.2023

Price data

  Bid Ask
Price 0.035 0.045
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 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date24.08.2023
Last trading19.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -90.00%
Year to date (YTD) -80.95%
1 month -46.67%
3 months -60.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.40
Underlying price on issue10'940.27
Premium0.23%
Premium p.a.0.67%
Leverage17.34
Implied volatility0.25

Reference data

ISIN CH1268383838
Symbol SMIXWZ
Security 126838383
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 9'200.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 17.08.2023

Key figures

Premium 22.56%
Premium p.a. 67.50%
Leverage 592.73
Implied volatility 24.56%
Moneyness out-of-the-money
Leverage 17.3442
Delta -0.0293
Gamma 0.0000
Theta -0.0009
Rho -0.0032
Vega 0.0091
Fair value 0.04
Intrinsic value n.a.
Break-even 9'180.00
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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