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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1305144664 Security: 130514466 Symbol: SMIRZZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 28.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.03.2024
Key Information Document DE 12.03.2024
Key Information Document EN 12.03.2024
Key Information Document FR 12.03.2024
Key Information Document IT 12.03.2024

Price data

  Bid Ask
Price 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.05
Change -33.33% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.03.2024
Last trading20.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -55.00%
Year to date (YTD) n.a.
1 month +66.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue11'700.36
Premium0.04%
Premium p.a.0.47%
Leverage65.62
Implied volatility0.11

Reference data

ISIN CH1305144664
Symbol SMIRZZ
Security 130514466
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 12'300.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 12.03.2024

Key figures

Premium 4.02%
Premium p.a. 47.32%
Leverage 526.51
Implied volatility 10.68%
Moneyness out-of-the-money
Leverage 65.6182
Delta 0.1246
Gamma 0.0000
Theta -0.0026
Rho 0.0024
Vega 0.0142
Fair value 0.05
Intrinsic value n.a.
Break-even 12'322.50
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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