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ZKB Put Warrant auf
Super Micro Computer Inc

ISIN: CH1305146891 Security: 130514689 Symbol: SMCPRZ Life cycle
Secondary market

Bid Price 0.98

Ask Price 0.99

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 29.05.2024 10:06:23

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 0.98 0.99
Volume 75'000.00 75'000.00
Date/time 29.05.24 10:06 29.05.24 10:06

Current data

Last price paid 0.95
Change -1.04% [ -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 -21.83%
Year to date (YTD) n.a.
1 month -18.10%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.26
Underlying price on issue892.81
Premium0.22%
Premium p.a.0.33%
Leverage1.49
Implied volatility0.79

Reference data

ISIN CH1305146891
Symbol SMCPRZ
Security 130514689
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Super Micro Comp Rg, US86800U1043
Underlying ISIN US86800U1043
Strike 900.00
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 21.78%
Premium p.a. 32.71%
Leverage 4.05
Implied volatility 78.79%
Moneyness in-the-money
Leverage 1.4950
Delta -0.3688
Gamma 0.0000
Theta -0.0016
Rho -0.0164
Vega 0.0123
Fair value 0.87
Intrinsic value n.a.
Break-even 684.21
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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