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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1338496768 Security: 133849676 Symbol: SMI1GZ Life cycle
Secondary market

Bid Price 0.62

Ask Price 0.63

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 28.05.2024 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 0.62 0.63
Volume 100'000.00 100'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.63
Change -18.18% [ -0.14 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 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 +267.65%
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 price0.17
Underlying price on issue11'267.10
Premium0.01%
Premium p.a.0.08%
Leverage24.42
Implied volatility0.11

Reference data

ISIN CH1338496768
Symbol SMI1GZ
Security 133849676
Exchange SIX Structured Products
Currency CHF
Expiry 26.07.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'700.00
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 1.33%
Premium p.a. 8.25%
Leverage 37.93
Implied volatility 11.09%
Moneyness in-the-money
Leverage 24.4233
Delta 0.6438
Gamma 0.0000
Theta -0.0039
Rho 0.0240
Vega 0.0355
Fair value 0.32
Intrinsic value n.a.
Break-even 12'012.50
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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