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ZKB Put Warrant auf 2024-16.08.2024 Swiss Market Index SMI
Swiss Market Index SMI

ISIN: CH1338508224 Security: 133850822 Symbol: SMIX1Z Life cycle
Secondary market

Bid Price 0.45

Ask Price 0.46

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 27.06.2024 10:42:32

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.06.2024
Key Information Document DE 04.06.2024
Key Information Document EN 04.06.2024
Key Information Document FR 04.06.2024
Key Information Document IT 04.06.2024

Price data

  Bid Ask
Price 0.45 0.46
Volume 125'000.00 125'000.00
Date/time 27.06.24 10:42 27.06.24 10:42

Current data

Last price paid 0.46
Change +15.00% [ +0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 17:20

Life cycle

Fixing16.08.2024
Settlement date11.06.2024
Last trading15.08.2024
Final fixing16.08.2024
Currency redemptionCHF

Performance

Perf. since issue -14.15%
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 price0.53
Underlying price on issue12'035.57
Premium0.01%
Premium p.a.0.08%
Leverage28.02
Implied volatility0.11

Reference data

ISIN CH1338508224
Symbol SMIX1Z
Security 133850822
Exchange SIX Structured Products
Currency CHF
Expiry 23.08.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 12'100.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 04.06.2024

Key figures

Premium 1.26%
Premium p.a. 8.09%
Leverage 52.85
Implied volatility 10.64%
Moneyness in-the-money
Leverage 28.0201
Delta -0.5301
Gamma 0.0000
Theta -0.0030
Rho -0.0205
Vega 0.0378
Fair value 0.30
Intrinsic value n.a.
Break-even 11'872.50
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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