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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1281047360 Security: 128104736 Symbol: SMIOEZ Life cycle
Secondary market

Bid Price 1.25

Ask Price 1.26

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.12.2023
Key Information Document DE 04.12.2023
Key Information Document EN 04.12.2023
Key Information Document FR 04.12.2023
Key Information Document IT 04.12.2023

Price data

  Bid Ask
Price 1.25 1.26
Volume 150'000.00 150'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 1.25
Change +8.70% [ +0.10 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date11.12.2023
Last trading20.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +151.00%
Year to date (YTD) +115.52%
1 month +73.61%
3 months +89.39%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.50
Underlying price on issue10'934.63
Premium0.03%
Premium p.a.0.04%
Leverage7.46
Implied volatility0.14

Reference data

ISIN CH1281047360
Symbol SMIOEZ
Security 128104736
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'100.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 04.12.2023

Key figures

Premium 2.95%
Premium p.a. 3.58%
Leverage 9.56
Implied volatility 14.22%
Moneyness in-the-money
Leverage 7.4552
Delta 0.7796
Gamma 0.0000
Theta -0.0011
Rho 0.0722
Vega 0.0323
Fair value 0.35
Intrinsic value n.a.
Break-even 12'355.00
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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