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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1338500700 Security: 133850070 Symbol: SMI71Z Life cycle
Secondary market

Bid Price 0.81

Ask Price 0.82

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 14.06.2024 05:15:00

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 0.81 0.82
Volume 225'000.00 225'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.81
Change +3.85% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing19.12.2025
Settlement date21.05.2024
Last trading18.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue -12.37%
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 price0.93
Underlying price on issue11'744.51
Premium0.07%
Premium p.a.0.05%
Leverage6.25
Implied volatility0.16

Reference data

ISIN CH1338500700
Symbol SMI71Z
Security 133850070
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 12'000.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 13.05.2024

Key figures

Premium 7.14%
Premium p.a. 4.51%
Leverage 14.78
Implied volatility 15.56%
Moneyness out-of-the-money
Leverage 6.2459
Delta -0.4226
Gamma 0.0000
Theta -0.0006
Rho -0.0926
Vega 0.0589
Fair value 0.82
Intrinsic value n.a.
Break-even 11'185.00
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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