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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1338505485 Security: 133850548 Symbol: SMITZZ Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 21.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.05.2024
Key Information Document DE 22.05.2024
Key Information Document EN 22.05.2024
Key Information Document FR 22.05.2024
Key Information Document IT 22.05.2024

Price data

  Bid Ask
Price 0.07 0.08
Volume 775'000.00 400'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.07
Change -6.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.06.2024 17:20

Life cycle

Fixing16.08.2024
Settlement date29.05.2024
Last trading15.08.2024
Final fixing16.08.2024
Currency redemptionCHF

Performance

Perf. since issue -31.82%
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 price0.11
Underlying price on issue11'970.81
Premium0.09%
Premium p.a.0.51%
Leverage29.67
Implied volatility0.17

Reference data

ISIN CH1338505485
Symbol SMITZZ
Security 133850548
Exchange SIX Structured Products
Currency CHF
Expiry 23.08.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'000.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 22.05.2024

Key figures

Premium 8.74%
Premium p.a. 50.66%
Leverage 320.34
Implied volatility 16.90%
Moneyness out-of-the-money
Leverage 29.6664
Delta -0.0926
Gamma 0.0000
Theta -0.0021
Rho -0.0043
Vega 0.0166
Fair value 0.08
Intrinsic value n.a.
Break-even 10'962.50
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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