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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1305132917 Security: 130513291 Symbol: SMI18Z Life cycle
Secondary market

Bid Price 0.42

Ask Price 0.43

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 08.08.2024 01:21:04

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.01.2024
Key Information Document DE 25.01.2024
Key Information Document EN 25.01.2024
Key Information Document FR 25.01.2024
Key Information Document IT 25.01.2024

Price data

  Bid Ask
Price 0.42 0.43
Volume 125'000.00 125'000.00
Date/time 08.08.24 13:21 08.08.24 13:21

Current data

Last price paid 0.31
Change -35.42% [ -0.17 ]
Last traded volume n.a. Unit
Cumulative volume 1'200.00 Unit
Date/time 06.08.2024 17:15

Life cycle

Fixing20.09.2024
Settlement date01.02.2024
Last trading19.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +57.41%
Year to date (YTD) n.a.
1 month -61.73%
3 months +14.81%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue11'159.65
Premium0.03%
Premium p.a.0.21%
Leverage24.53
Implied volatility0.15

Reference data

ISIN CH1305132917
Symbol SMI18Z
Security 130513291
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'800.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 25.01.2024

Key figures

Premium 2.90%
Premium p.a. 21.19%
Leverage 54.93
Implied volatility 15.16%
Moneyness out-of-the-money
Leverage 24.5302
Delta 0.4465
Gamma 0.0000
Theta -0.0055
Rho 0.0136
Vega 0.0342
Fair value 0.43
Intrinsic value n.a.
Break-even 12'012.50
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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