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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1305148236 Security: 130514823 Symbol: SMI05Z Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

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

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 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.10
Change +17.65% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume 10'000.00 Unit
Date/time 28.05.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date02.04.2024
Last trading20.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -77.88%
Year to date (YTD) n.a.
1 month -86.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.52
Underlying price on issue11'693.84
Premium0.03%
Premium p.a.0.30%
Leverage50.39
Implied volatility0.11

Reference data

ISIN CH1305148236
Symbol SMI05Z
Security 130514823
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'600.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 22.03.2024

Key figures

Premium 2.57%
Premium p.a. 30.21%
Leverage 206.02
Implied volatility 11.30%
Moneyness out-of-the-money
Leverage 50.3899
Delta -0.2446
Gamma 0.0000
Theta -0.0037
Rho -0.0051
Vega 0.0217
Fair value 0.12
Intrinsic value n.a.
Break-even 11'542.50
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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