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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1305148194 Security: 130514819 Symbol: SMI0JZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.06.2024 09:55:50

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.03.2024
Key Information Document DE 22.03.2024
Key Information Document EN 22.03.2024
Key Information Document FR 22.03.2024
Key Information Document IT 22.03.2024

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 20.06.24 09:55 20.06.24 09:54

Current data

Last price paid 0.035
Change +16.67% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.06.2024 17:20

Life cycle

Fixing19.12.2025
Settlement date02.04.2024
Last trading18.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue +50.00%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.02
Underlying price on issue11'694.83
Premium0.32%
Premium p.a.0.20%
Leverage17.48
Implied volatility0.12

Reference data

ISIN CH1305148194
Symbol SMI0JZ
Security 130514819
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 16'000.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 22.03.2024

Key figures

Premium 32.44%
Premium p.a. 19.94%
Leverage 403.45
Implied volatility 11.88%
Moneyness out-of-the-money
Leverage 17.4804
Delta 0.0433
Gamma 0.0000
Theta -0.0002
Rho 0.0058
Vega 0.0138
Fair value 0.03
Intrinsic value n.a.
Break-even 16'030.00
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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