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ZKB Put Warrant auf
Super Micro Computer Inc

ISIN: CH1305146867 Security: 130514686 Symbol: SMCMDZ Life cycle
Secondary market

Bid Price 0.50

Ask Price 0.51

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 29.05.2024 11:46:46

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.50 0.51
Volume 100'000.00 100'000.00
Date/time 29.05.24 11:46 29.05.24 11:46

Current data

Last price paid 0.48
Change -2.04% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date27.03.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -27.86%
Year to date (YTD) n.a.
1 month -25.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.70
Underlying price on issue892.81
Premium0.33%
Premium p.a.0.49%
Leverage1.85
Implied volatility0.79

Reference data

ISIN CH1305146867
Symbol SMCMDZ
Security 130514686
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Super Micro Comp Rg, US86800U1043
Underlying ISIN US86800U1043
Strike 700.00
C/P type put
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 200
Value day 20.03.2024

Key figures

Premium 32.63%
Premium p.a. 49.01%
Leverage 7.90
Implied volatility 78.98%
Moneyness out-of-the-money
Leverage 1.8495
Delta -0.2340
Gamma 0.0000
Theta -0.0014
Rho -0.0096
Vega 0.0100
Fair value 0.51
Intrinsic value n.a.
Break-even 589.32
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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