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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1281047089 Security: 128104708 Symbol: SMI5QZ Life cycle
Secondary market

Bid Price 0.075

Ask Price 0.085

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 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 0.075 0.085
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 0.085
Change -5.56% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date11.12.2023
Last trading19.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -63.64%
Year to date (YTD) -57.50%
1 month -39.29%
3 months -43.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue10'933.63
Premium0.28%
Premium p.a.0.26%
Leverage9.06
Implied volatility0.22

Reference data

ISIN CH1281047089
Symbol SMI5QZ
Security 128104708
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 8'600.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 04.12.2023

Key figures

Premium 28.13%
Premium p.a. 25.74%
Leverage 148.18
Implied volatility 22.38%
Moneyness out-of-the-money
Leverage 9.0602
Delta -0.0611
Gamma 0.0000
Theta -0.0004
Rho -0.0120
Vega 0.0149
Fair value 0.08
Intrinsic value n.a.
Break-even 8'520.00
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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