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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1305126919 Security: 130512691 Symbol: SMI8SZ Life cycle
Secondary market

Bid Price 0.41

Ask Price 0.42

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.12.2023
Key Information Document DE 18.12.2023
Key Information Document EN 18.12.2023
Key Information Document FR 18.12.2023
Key Information Document IT 18.12.2023

Price data

  Bid Ask
Price 0.41 0.42
Volume 400'000.00 400'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.42
Change -2.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing19.12.2025
Settlement date27.12.2023
Last trading18.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue -50.60%
Year to date (YTD) -51.16%
1 month -40.00%
3 months -43.24%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.84
Underlying price on issue11'190.11
Premium0.14%
Premium p.a.0.08%
Leverage7.09
Implied volatility0.17

Reference data

ISIN CH1305126919
Symbol SMI8SZ
Security 130512691
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 10'800.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 18.12.2023

Key figures

Premium 13.73%
Premium p.a. 8.17%
Leverage 29.01
Implied volatility 16.65%
Moneyness out-of-the-money
Leverage 7.0910
Delta -0.2445
Gamma 0.0000
Theta -0.0006
Rho -0.0613
Vega 0.0484
Fair value 0.42
Intrinsic value n.a.
Break-even 10'385.00
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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