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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1268393092 Security: 126839309 Symbol: SMIJ8Z 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 21.09.2023
Key Information Document DE 21.09.2023
Key Information Document EN 21.09.2023
Key Information Document FR 21.09.2023
Key Information Document IT 21.09.2023

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 15.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.09.2023
Last trading19.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -83.33%
Year to date (YTD) -72.22%
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue11'181.59
Premium0.26%
Premium p.a.0.78%
Leverage15.31
Implied volatility0.28

Reference data

ISIN CH1268393092
Symbol SMIJ8Z
Security 126839309
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 8'800.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 21.09.2023

Key figures

Premium 25.94%
Premium p.a. 77.59%
Leverage 592.73
Implied volatility 28.11%
Moneyness out-of-the-money
Leverage 15.3122
Delta -0.0258
Gamma 0.0000
Theta -0.0005
Rho -0.0015
Vega 0.0041
Fair value 0.02
Intrinsic value n.a.
Break-even 8'780.00
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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