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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1305138302 Security: 130513830 Symbol: SMI36Z Life cycle
Secondary market

Bid Price 0.22

Ask Price 0.23

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.22 0.23
Volume 250'000.00 250'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.23
Change -8.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.02.2024
Last trading19.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +104.55%
Year to date (YTD) n.a.
1 month +155.56%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue11'418.55
Premium0.06%
Premium p.a.0.17%
Leverage27.69
Implied volatility0.10

Reference data

ISIN CH1305138302
Symbol SMI36Z
Security 130513830
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 12'500.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 21.02.2024

Key figures

Premium 5.71%
Premium p.a. 16.53%
Leverage 106.06
Implied volatility 10.48%
Moneyness out-of-the-money
Leverage 27.6912
Delta 0.2611
Gamma 0.0000
Theta -0.0021
Rho 0.0198
Vega 0.0456
Fair value 0.23
Intrinsic value n.a.
Break-even 12'612.50
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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