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ZKB Call Warrant auf
Super Micro Computer Inc

ISIN: CH1305143047 Security: 130514304 Symbol: SMCQ2Z Life cycle
Secondary market

Bid Price 0.004

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 10:19:26

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

Price data

  Bid Ask
Price 0.004 0.015
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 10:19 29.05.24 10:19

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 27.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.30%
Year to date (YTD) n.a.
1 month -72.73%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.56
Underlying price on issue1'046.06
Premium0.72%
Premium p.a.8.73%
Leverage11.08
Implied volatility0.90

Reference data

ISIN CH1305143047
Symbol SMCQ2Z
Security 130514304
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Super Micro Comp Rg, US86800U1043
Underlying ISIN US86800U1043
Strike 1'500.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 200
Value day 05.03.2024

Key figures

Premium 71.72%
Premium p.a. 872.61%
Leverage 420.33
Implied volatility 90.27%
Moneyness out-of-the-money
Leverage 11.0801
Delta 0.0264
Gamma 0.0000
Theta -0.0010
Rho 0.0001
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 1'502.08
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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