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ZKB Put Warrant auf
Super Micro Computer Inc

ISIN: CH1338498541 Security: 133849854 Symbol: SMC61Z Life cycle
Secondary market

Bid Price 0.20

Ask Price 0.21

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

Date/time (delayed) 29.05.2024 11:31:53

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.20 0.21
Volume 275'000.00 275'000.00
Date/time 29.05.24 11:31 29.05.24 11:31

Current data

Last price paid 0.17
Change -10.53% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -57.61%
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 price0.46
Underlying price on issue794.36
Premium0.11%
Premium p.a.1.36%
Leverage6.74
Implied volatility0.70

Reference data

ISIN CH1338498541
Symbol SMC61Z
Security 133849854
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Super Micro Comp Rg, US86800U1043
Underlying ISIN US86800U1043
Strike 820.00
C/P type put
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 200
Value day 06.05.2024

Key figures

Premium 11.14%
Premium p.a. 135.56%
Leverage 20.47
Implied volatility 70.40%
Moneyness out-of-the-money
Leverage 6.7361
Delta -0.3291
Gamma 0.0000
Theta -0.0047
Rho -0.0012
Vega 0.0041
Fair value 0.20
Intrinsic value n.a.
Break-even 777.26
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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