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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1338500536 Security: 133850053 Symbol: SMI3JZ Life cycle
Secondary market

Bid Price 0.14

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

Date/time (delayed) 14.06.2024 04:34:22

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.05.2024
Key Information Document DE 13.05.2024
Key Information Document EN 13.05.2024
Key Information Document FR 13.05.2024
Key Information Document IT 13.05.2024

Price data

  Bid Ask
Price 0.14 0.15
Volume 375'000.00 375'000.00
Date/time 14.06.24 16:34 14.06.24 16:34

Current data

Last price paid 0.10
Change +11.11% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 17:20

Life cycle

Fixing19.07.2024
Settlement date21.05.2024
Last trading18.07.2024
Final fixing19.07.2024
Currency redemptionCHF

Performance

Perf. since issue -54.69%
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 price0.32
Underlying price on issue11'743.51
Premium0.04%
Premium p.a.0.35%
Leverage35.98
Implied volatility0.14

Reference data

ISIN CH1338500536
Symbol SMI3JZ
Security 133850053
Exchange SIX Structured Products
Currency CHF
Expiry 26.07.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'600.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 13.05.2024

Key figures

Premium 3.98%
Premium p.a. 34.58%
Leverage 165.59
Implied volatility 14.01%
Moneyness out-of-the-money
Leverage 35.9806
Delta -0.2173
Gamma 0.0000
Theta -0.0038
Rho -0.0064
Vega 0.0239
Fair value 0.15
Intrinsic value n.a.
Break-even 11'527.50
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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