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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1305152782 Security: 130515278 Symbol: SMIM5Z Life cycle
Secondary market

Bid Price 0.25

Ask Price 0.26

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 11.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.25 0.26
Volume 250'000.00 250'000.00
Date/time 11.06.24 17:15 11.06.24 17:15

Current data

Last price paid 0.25
Change +8.70% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date02.05.2024
Last trading19.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -66.45%
Year to date (YTD) n.a.
1 month -41.86%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.76
Underlying price on issue11'440.62
Premium0.06%
Premium p.a.0.20%
Leverage21.83
Implied volatility0.14

Reference data

ISIN CH1305152782
Symbol SMIM5Z
Security 130515278
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'500.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 24.04.2024

Key figures

Premium 5.80%
Premium p.a. 19.61%
Leverage 94.69
Implied volatility 13.94%
Moneyness out-of-the-money
Leverage 21.8324
Delta -0.2306
Gamma 0.0000
Theta -0.0023
Rho -0.0181
Vega 0.0399
Fair value 0.26
Intrinsic value n.a.
Break-even 11'372.50
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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