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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1338505493 Security: 133850549 Symbol: SMI5VZ Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 27.06.2024 10:27:05

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 0.23 0.24
Volume 225'000.00 225'000.00
Date/time 27.06.24 10:27 27.06.24 10:27

Current data

Last price paid 0.23
Change +15.00% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 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 -40.79%
Year to date (YTD) n.a.
1 month -37.84%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue11'970.81
Premium0.03%
Premium p.a.0.19%
Leverage33.01
Implied volatility0.12

Reference data

ISIN CH1338505493
Symbol SMI5VZ
Security 133850549
Exchange SIX Structured Products
Currency CHF
Expiry 23.08.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'800.00
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 2.89%
Premium p.a. 18.53%
Leverage 106.99
Implied volatility 11.67%
Moneyness out-of-the-money
Leverage 33.0107
Delta -0.3086
Gamma 0.0000
Theta -0.0031
Rho -0.0122
Vega 0.0335
Fair value 0.23
Intrinsic value n.a.
Break-even 11'687.50
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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