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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1305145539 Security: 130514553 Symbol: SMIADZ Life cycle
Secondary market

Bid Price 0.40

Ask Price 0.41

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 28.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.03.2024
Key Information Document DE 18.03.2024
Key Information Document EN 18.03.2024
Key Information Document FR 18.03.2024
Key Information Document IT 18.03.2024

Price data

  Bid Ask
Price 0.40 0.41
Volume 300'000.00 300'000.00
Date/time 28.06.24 17:15 28.06.24 17:15

Current data

Last price paid 0.41
Change -4.65% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.06.2024 17:20

Life cycle

Fixing19.12.2025
Settlement date25.03.2024
Last trading18.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue +30.65%
Year to date (YTD) n.a.
1 month +5.13%
3 months +28.13%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue11'611.84
Premium0.10%
Premium p.a.0.07%
Leverage11.21
Implied volatility0.11

Reference data

ISIN CH1305145539
Symbol SMIADZ
Security 130514553
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 12'800.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 18.03.2024

Key figures

Premium 10.17%
Premium p.a. 6.56%
Leverage 29.60
Implied volatility 11.21%
Moneyness out-of-the-money
Leverage 11.2114
Delta 0.3788
Gamma 0.0000
Theta -0.0007
Rho 0.0590
Vega 0.0563
Fair value 0.41
Intrinsic value n.a.
Break-even 13'205.00
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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