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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1305143997 Security: 130514399 Symbol: SMIR6Z Life cycle
Secondary market

Bid Price 1.37

Ask Price 1.38

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 07.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.03.2024
Key Information Document DE 08.03.2024
Key Information Document EN 08.03.2024
Key Information Document FR 08.03.2024
Key Information Document IT 08.03.2024

Price data

  Bid Ask
Price 1.37 1.38
Volume 75'000.00 75'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 1.37
Change +3.79% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.03.2024
Last trading20.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +219.77%
Year to date (YTD) n.a.
1 month +426.92%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.43
Underlying price on issue11'624.26
Premium0.00%
Premium p.a.0.04%
Leverage16.39
Implied volatility0.17

Reference data

ISIN CH1305143997
Symbol SMIR6Z
Security 130514399
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'600.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 08.03.2024

Key figures

Premium 0.23%
Premium p.a. 4.01%
Leverage 17.83
Implied volatility 16.98%
Moneyness in-the-money
Leverage 16.3860
Delta 0.9189
Gamma 0.0000
Theta -0.0044
Rho 0.0129
Vega 0.0088
Fair value 0.06
Intrinsic value n.a.
Break-even 12'287.50
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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