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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1305126885 Security: 130512688 Symbol: SMI0MZ Life cycle
Secondary market

Bid Price 0.32

Ask Price 0.33

Currency CHF

Exchange SIX Structured Products

Volume 525'000.00

Volume 525'000.00

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 0.32 0.33
Volume 525'000.00 525'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.33
Change -2.94% [ -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 -52.90%
Year to date (YTD) -52.86%
1 month -41.07%
3 months -44.07%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.69
Underlying price on issue11'190.61
Premium0.16%
Premium p.a.0.10%
Leverage7.33
Implied volatility0.17

Reference data

ISIN CH1305126885
Symbol SMI0MZ
Security 130512688
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 10'400.00
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 16.31%
Premium p.a. 9.66%
Leverage 37.04
Implied volatility 17.18%
Moneyness out-of-the-money
Leverage 7.3308
Delta -0.1979
Gamma 0.0000
Theta -0.0005
Rho -0.0513
Vega 0.0429
Fair value 0.33
Intrinsic value n.a.
Break-even 10'075.00
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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