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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1305141553 Security: 130514155 Symbol: SMI1RZ Life cycle
Secondary market

Bid Price 0.98

Ask Price 0.99

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.03.2024
Key Information Document DE 04.03.2024
Key Information Document EN 04.03.2024
Key Information Document FR 04.03.2024
Key Information Document IT 04.03.2024

Price data

  Bid Ask
Price 0.98 0.99
Volume 100'000.00 100'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.99
Change -2.94% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date11.03.2024
Last trading19.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +118.89%
Year to date (YTD) n.a.
1 month +135.71%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.45
Underlying price on issue11'479.55
Premium0.02%
Premium p.a.0.06%
Leverage15.82
Implied volatility0.12

Reference data

ISIN CH1305141553
Symbol SMI1RZ
Security 130514155
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'700.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 04.03.2024

Key figures

Premium 2.19%
Premium p.a. 6.33%
Leverage 24.23
Implied volatility 11.78%
Moneyness in-the-money
Leverage 15.8225
Delta 0.6531
Gamma 0.0000
Theta -0.0030
Rho 0.0514
Vega 0.0518
Fair value 0.52
Intrinsic value n.a.
Break-even 12'192.50
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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