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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1281052204 Security: 128105220 Symbol: SMI4MZ Life cycle
Secondary market

Bid Price 1.92

Ask Price 1.93

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 11.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.12.2023
Key Information Document DE 13.12.2023
Key Information Document EN 13.12.2023
Key Information Document FR 13.12.2023
Key Information Document IT 13.12.2023

Price data

  Bid Ask
Price 1.92 1.93
Volume 75'000.00 75'000.00
Date/time 11.06.24 17:15 11.06.24 17:15

Current data

Last price paid 1.93
Change -3.98% [ -0.08 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date20.12.2023
Last trading19.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +116.29%
Year to date (YTD) +144.30%
1 month +37.86%
3 months +55.65%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.89
Underlying price on issue11'231.27
Premium0.02%
Premium p.a.0.04%
Leverage9.47
Implied volatility0.14

Reference data

ISIN CH1281052204
Symbol SMI4MZ
Security 128105220
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'400.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 13.12.2023

Key figures

Premium 2.43%
Premium p.a. 4.25%
Leverage 12.54
Implied volatility 13.66%
Moneyness in-the-money
Leverage 9.4693
Delta 0.7552
Gamma 0.0000
Theta -0.0026
Rho 0.0988
Vega 0.0574
Fair value 0.59
Intrinsic value n.a.
Break-even 12'362.50
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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