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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1305141694 Security: 130514169 Symbol: SMIO5Z Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 850'000.00

Date/time (delayed) 28.05.2024 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 0.17 0.18
Volume 850'000.00 850'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.17
Change -5.56% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date11.03.2024
Last trading19.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -35.19%
Year to date (YTD) n.a.
1 month -46.88%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue11'479.05
Premium0.27%
Premium p.a.0.24%
Leverage9.23
Implied volatility0.22

Reference data

ISIN CH1305141694
Symbol SMIO5Z
Security 130514169
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 8'800.00
C/P type put
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 26.50%
Premium p.a. 24.27%
Leverage 135.48
Implied volatility 21.61%
Moneyness out-of-the-money
Leverage 9.2271
Delta -0.0681
Gamma 0.0000
Theta -0.0008
Rho -0.0261
Vega 0.0324
Fair value 0.18
Intrinsic value n.a.
Break-even 8'712.50
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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