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ZKB Put Warrant auf
Super Micro Computer Inc

ISIN: CH1305149010 Security: 130514901 Symbol: SMCEVZ Life cycle
Secondary market

Bid Price 1.44

Ask Price 1.45

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 29.05.2024 12:09:52

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.03.2024
Key Information Document DE 26.03.2024
Key Information Document EN 26.03.2024
Key Information Document FR 26.03.2024
Key Information Document IT 26.03.2024

Price data

  Bid Ask
Price 1.44 1.45
Volume 50'000.00 50'000.00
Date/time 29.05.24 12:09 29.05.24 12:09

Current data

Last price paid 1.39
Change -1.42% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date04.04.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue +4.71%
Year to date (YTD) n.a.
1 month -14.72%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.38
Underlying price on issue1'070.46
Premium0.16%
Premium p.a.0.24%
Leverage1.26
Implied volatility0.80

Reference data

ISIN CH1305149010
Symbol SMCEVZ
Security 130514901
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Super Micro Comp Rg, US86800U1043
Underlying ISIN US86800U1043
Strike 1'050.00
C/P type put
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 200
Value day 26.03.2024

Key figures

Premium 16.15%
Premium p.a. 24.26%
Leverage 2.76
Implied volatility 80.37%
Moneyness in-the-money
Leverage 1.2648
Delta -0.4577
Gamma 0.0000
Theta -0.0016
Rho -0.0218
Vega 0.0129
Fair value 0.64
Intrinsic value n.a.
Break-even 733.44
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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