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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1305129038 Security: 130512903 Symbol: SMIK2Z Life cycle
Secondary market

Bid Price 0.57

Ask Price 0.58

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 26.06.2024 03:33:57

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 03.01.2024
Key Information Document DE 03.01.2024
Key Information Document EN 03.01.2024
Key Information Document FR 03.01.2024
Key Information Document IT 03.01.2024

Price data

  Bid Ask
Price 0.57 0.58
Volume 250'000.00 250'000.00
Date/time 26.06.24 15:33 26.06.24 15:33

Current data

Last price paid 0.62
Change -4.62% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

Fixing19.12.2025
Settlement date10.01.2024
Last trading18.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue +85.48%
Year to date (YTD) n.a.
1 month +6.90%
3 months +47.62%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue11'181.05
Premium0.08%
Premium p.a.0.05%
Leverage9.88
Implied volatility0.12

Reference data

ISIN CH1305129038
Symbol SMIK2Z
Security 130512903
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 12'400.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 03.01.2024

Key figures

Premium 8.14%
Premium p.a. 5.25%
Leverage 20.87
Implied volatility 11.50%
Moneyness out-of-the-money
Leverage 9.8834
Delta 0.4736
Gamma 0.0000
Theta -0.0007
Rho 0.0756
Vega 0.0591
Fair value 0.58
Intrinsic value n.a.
Break-even 12'975.00
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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