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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1305136843 Security: 130513684 Symbol: SMI03Z Life cycle
Secondary market

Bid Price 0.39

Ask Price 0.40

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.02.2024
Key Information Document DE 12.02.2024
Key Information Document EN 12.02.2024
Key Information Document FR 12.02.2024
Key Information Document IT 12.02.2024

Price data

  Bid Ask
Price 0.39 0.40
Volume 375'000.00 375'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.40
Change -2.44% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing19.09.2025
Settlement date19.02.2024
Last trading18.09.2025
Final fixing19.09.2025
Currency redemptionCHF

Performance

Perf. since issue -52.98%
Year to date (YTD) n.a.
1 month -44.44%
3 months -48.05%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.84
Underlying price on issue11'150.62
Premium0.12%
Premium p.a.0.09%
Leverage7.93
Implied volatility0.16

Reference data

ISIN CH1305136843
Symbol SMI03Z
Security 130513684
Exchange SIX Structured Products
Currency CHF
Expiry 26.09.2025
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'000.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 12.02.2024

Key figures

Premium 11.90%
Premium p.a. 8.61%
Leverage 30.48
Implied volatility 16.20%
Moneyness out-of-the-money
Leverage 7.9270
Delta -0.2601
Gamma 0.0000
Theta -0.0006
Rho -0.0525
Vega 0.0456
Fair value 0.40
Intrinsic value n.a.
Break-even 10'605.00
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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