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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1305138443 Security: 130513844 Symbol: SMI3OZ Life cycle
redeemed

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 16.05.2024 05:15:01

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date28.02.2024
Last trading16.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -96.43%
Year to date (YTD) n.a.
1 month -81.25%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue11'419.05
Premium0.09%
Premium p.a.2.92%
Leverage56.00
Implied volatility0.27

Reference data

ISIN CH1305138443
Symbol SMI3OZ
Security 130513844
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 10'900.00
C/P type put
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 8.80%
Premium p.a. 292.10%
Leverage 2'389.33
Implied volatility 27.02%
Moneyness out-of-the-money
Leverage 55.9955
Delta -0.0234
Gamma 0.0000
Theta -0.0028
Rho -0.0002
Vega 0.0023
Fair value 0.01
Intrinsic value n.a.
Break-even 10'895.00
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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