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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1268391427 Security: 126839142 Symbol: SMII2Z 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 20.09.2023
Key Information Document DE 20.09.2023
Key Information Document EN 20.09.2023
Key Information Document FR 20.09.2023
Key Information Document IT 20.09.2023

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 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date27.09.2023
Last trading19.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -81.82%
Year to date (YTD) -68.75%
1 month n.a.
3 months -54.55%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue11'133.02
Premium0.28%
Premium p.a.0.83%
Leverage14.44
Implied volatility0.30

Reference data

ISIN CH1268391427
Symbol SMII2Z
Security 126839142
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 8'600.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 20.09.2023

Key figures

Premium 27.62%
Premium p.a. 82.64%
Leverage 592.73
Implied volatility 29.92%
Moneyness out-of-the-money
Leverage 14.4450
Delta -0.0244
Gamma 0.0000
Theta -0.0005
Rho -0.0014
Vega 0.0039
Fair value 0.02
Intrinsic value n.a.
Break-even 8'580.00
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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