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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1268393357 Security: 126839335 Symbol: SMIZ0Z Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 07.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.09.2023
Key Information Document DE 22.09.2023
Key Information Document EN 22.09.2023
Key Information Document FR 22.09.2023
Key Information Document IT 22.09.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 05.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date29.09.2023
Last trading19.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -88.46%
Year to date (YTD) -76.47%
1 month n.a.
3 months -60.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue11'008.02
Premium0.29%
Premium p.a.0.95%
Leverage14.97
Implied volatility0.31

Reference data

ISIN CH1268393357
Symbol SMIZ0Z
Security 126839335
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 8'700.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 22.09.2023

Key figures

Premium 29.13%
Premium p.a. 94.93%
Leverage 816.98
Implied volatility 31.29%
Moneyness out-of-the-money
Leverage 14.9748
Delta -0.0183
Gamma 0.0000
Theta -0.0004
Rho -0.0010
Vega 0.0031
Fair value 0.02
Intrinsic value n.a.
Break-even 8'685.00
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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