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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1281033451 Security: 128103345 Symbol: SMIVEZ Life cycle
Secondary market

Bid Price 1.26

Ask Price 1.27

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 29.05.2024 10:25:31

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.10.2023
Key Information Document DE 05.10.2023
Key Information Document EN 05.10.2023
Key Information Document FR 05.10.2023
Key Information Document IT 05.10.2023

Price data

  Bid Ask
Price 1.26 1.27
Volume 125'000.00 125'000.00
Date/time 29.05.24 10:25 29.05.24 10:25

Current data

Last price paid 1.29
Change -5.84% [ -0.08 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.10.2023
Last trading19.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +90.15%
Year to date (YTD) +79.17%
1 month +50.00%
3 months +57.32%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.66
Underlying price on issue10'772.32
Premium0.02%
Premium p.a.0.03%
Leverage7.78
Implied volatility0.15

Reference data

ISIN CH1281033451
Symbol SMIVEZ
Security 128103345
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 10'800.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 05.10.2023

Key figures

Premium 2.00%
Premium p.a. 3.29%
Leverage 9.42
Implied volatility 14.50%
Moneyness in-the-money
Leverage 7.7814
Delta 0.8263
Gamma 0.0000
Theta -0.0011
Rho 0.0566
Vega 0.0236
Fair value 0.24
Intrinsic value n.a.
Break-even 12'055.00
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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