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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1281036116 Security: 128103611 Symbol: SMIJBZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 28.05.2024 05:15:00

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 0.055 0.065
Volume 1'000'000.00 500'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.06
Change -7.69% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 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 -92.11%
Year to date (YTD) -81.82%
1 month -50.00%
3 months -62.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.76
Underlying price on issue10'524.74
Premium0.18%
Premium p.a.0.53%
Leverage18.91
Implied volatility0.21

Reference data

ISIN CH1281036116
Symbol SMIJBZ
Security 128103611
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 9'800.00
C/P type put
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 17.58%
Premium p.a. 52.61%
Leverage 395.15
Implied volatility 21.05%
Moneyness out-of-the-money
Leverage 18.9077
Delta -0.0478
Gamma 0.0000
Theta -0.0011
Rho -0.0048
Vega 0.0136
Fair value 0.06
Intrinsic value n.a.
Break-even 9'770.00
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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