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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1281036108 Security: 128103610 Symbol: SMI8NZ Life cycle
Secondary market

Bid Price 3.23

Ask Price 3.24

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 3.23 3.24
Volume 75'000.00 75'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 3.23
Change +5.90% [ +0.18 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.10.2023
Last trading19.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +186.28%
Year to date (YTD) +104.43%
1 month +88.89%
3 months +92.26%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.13
Underlying price on issue10'524.74
Premium0.01%
Premium p.a.0.02%
Leverage7.10
Implied volatility0.14

Reference data

ISIN CH1281036108
Symbol SMI8NZ
Security 128103610
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 10'500.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 19.10.2023

Key figures

Premium 0.66%
Premium p.a. 1.81%
Leverage 7.44
Implied volatility 14.42%
Moneyness in-the-money
Leverage 7.0951
Delta 0.9533
Gamma 0.0000
Theta -0.0016
Rho 0.0824
Vega 0.0142
Fair value 0.16
Intrinsic value n.a.
Break-even 12'117.50
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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