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ZKB Put Warrant auf
Super Micro Computer Inc

ISIN: CH1305150083 Security: 130515008 Symbol: SMCBEZ Life cycle
Secondary market

Bid Price 0.73

Ask Price 0.74

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 29.05.2024 11:46:24

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 0.73 0.74
Volume 75'000.00 75'000.00
Date/time 29.05.24 11:46 29.05.24 11:46

Current data

Last price paid 0.64
Change -5.88% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -0.68%
Year to date (YTD) n.a.
1 month -39.05%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.73
Underlying price on issue1'044.56
Premium0.04%
Premium p.a.0.47%
Leverage3.71
Implied volatility0.80

Reference data

ISIN CH1305150083
Symbol SMCBEZ
Security 130515008
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Super Micro Comp Rg, US86800U1043
Underlying ISIN US86800U1043
Strike 1'000.00
C/P type put
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 200
Value day 02.04.2024

Key figures

Premium 3.84%
Premium p.a. 46.73%
Leverage 5.51
Implied volatility 79.83%
Moneyness in-the-money
Leverage 3.7114
Delta -0.6741
Gamma 0.0000
Theta -0.0050
Rho -0.0028
Vega 0.0041
Fair value 0.15
Intrinsic value n.a.
Break-even 841.12
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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