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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1305150034 Security: 130515003 Symbol: SMIE0Z Life cycle
Secondary market

Bid Price 0.36

Ask Price 0.37

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 02.08.2024 04:05:30

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.04.2024
Key Information Document DE 02.04.2024
Key Information Document EN 02.04.2024
Key Information Document FR 02.04.2024
Key Information Document IT 02.04.2024

Price data

  Bid Ask
Price 0.36 0.37
Volume 150'000.00 150'000.00
Date/time 02.08.24 16:05 02.08.24 16:05

Current data

Last price paid 0.32
Change +128.57% [ +0.18 ]
Last traded volume 4'500.00 Unit
Cumulative volume 4'500.00 Unit
Date/time 02.08.2024 11:49

Life cycle

Fixing20.09.2024
Settlement date09.04.2024
Last trading19.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -62.09%
Year to date (YTD) n.a.
1 month -64.10%
3 months -88.98%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.91
Underlying price on issue11'691.22
Premium0.03%
Premium p.a.0.20%
Leverage25.31
Implied volatility0.14

Reference data

ISIN CH1305150034
Symbol SMIE0Z
Security 130515003
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'800.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 02.04.2024

Key figures

Premium 3.03%
Premium p.a. 19.74%
Leverage 69.51
Implied volatility 14.29%
Moneyness out-of-the-money
Leverage 25.3150
Delta -0.3642
Gamma 0.0000
Theta -0.0042
Rho -0.0142
Vega 0.0353
Fair value 0.35
Intrinsic value n.a.
Break-even 11'627.50
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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