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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1338496727 Security: 133849672 Symbol: SMIY6Z Life cycle
Secondary market

Bid Price 1.32

Ask Price 1.33

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 29.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 03.05.2024
Key Information Document DE 03.05.2024
Key Information Document EN 03.05.2024
Key Information Document FR 03.05.2024
Key Information Document IT 03.05.2024

Price data

  Bid Ask
Price 1.32 1.33
Volume 75'000.00 75'000.00
Date/time 29.05.24 17:15 29.05.24 17:15

Current data

Last price paid 1.33
Change -7.64% [ -0.11 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing19.07.2024
Settlement date13.05.2024
Last trading18.07.2024
Final fixing19.07.2024
Currency redemptionCHF

Performance

Perf. since issue +136.61%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.56
Underlying price on issue11'267.10
Premium0.01%
Premium p.a.0.04%
Leverage15.34
Implied volatility0.13

Reference data

ISIN CH1338496727
Symbol SMIY6Z
Security 133849672
Exchange SIX Structured Products
Currency CHF
Expiry 26.07.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'200.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 03.05.2024

Key figures

Premium 0.58%
Premium p.a. 3.67%
Leverage 17.80
Implied volatility 12.75%
Moneyness in-the-money
Leverage 15.3352
Delta 0.8614
Gamma 0.0000
Theta -0.0030
Rho 0.0318
Vega 0.0208
Fair value 0.14
Intrinsic value n.a.
Break-even 11'862.50
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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