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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1305136629 Security: 130513662 Symbol: SMIJ4Z Life cycle
Secondary market

Bid Price 0.62

Ask Price 0.63

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 28.05.2024 05:15:00

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 0.62 0.63
Volume 225'000.00 225'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.63
Change -7.35% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 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 +101.61%
Year to date (YTD) n.a.
1 month +57.50%
3 months +75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue11'151.62
Premium0.06%
Premium p.a.0.05%
Leverage10.10
Implied volatility0.11

Reference data

ISIN CH1305136629
Symbol SMIJ4Z
Security 130513662
Exchange SIX Structured Products
Currency CHF
Expiry 26.09.2025
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 12'000.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 12.02.2024

Key figures

Premium 6.50%
Premium p.a. 4.84%
Leverage 18.97
Implied volatility 11.23%
Moneyness out-of-the-money
Leverage 10.1007
Delta 0.5325
Gamma 0.0000
Theta -0.0008
Rho 0.0748
Vega 0.0544
Fair value 0.63
Intrinsic value n.a.
Break-even 12'625.00
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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