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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1305136496 Security: 130513649 Symbol: SMI4XZ Life cycle
Secondary market

Bid Price 1.50

Ask Price 1.51

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 31.05.2024 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 1.50 1.51
Volume 150'000.00 150'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 1.50
Change +7.14% [ +0.10 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 +90.51%
Year to date (YTD) n.a.
1 month +57.89%
3 months +63.04%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.79
Underlying price on issue11'152.12
Premium0.03%
Premium p.a.0.02%
Leverage6.69
Implied volatility0.11

Reference data

ISIN CH1305136496
Symbol SMI4XZ
Security 130513649
Exchange SIX Structured Products
Currency CHF
Expiry 26.09.2025
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 10'800.00
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 2.53%
Premium p.a. 1.91%
Leverage 7.97
Implied volatility 11.33%
Moneyness in-the-money
Leverage 6.6908
Delta 0.8391
Gamma 0.0000
Theta -0.0007
Rho 0.1259
Vega 0.0337
Fair value 0.30
Intrinsic value n.a.
Break-even 12'305.00
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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