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ZKB Call Warrant auf 2024-19.07.2024 Swiss Market Index SMI
Swiss Market Index SMI

ISIN: CH1338508489 Security: 133850848 Symbol: SMICYZ Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 325'000.00

Date/time (delayed) 28.06.2024 05:15:00

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 0.065 0.075
Volume 625'000.00 325'000.00
Date/time 28.06.24 17:15 28.06.24 17:15

Current data

Last price paid 0.075
Change -16.67% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.06.2024 17:20

Life cycle

Fixing19.07.2024
Settlement date11.06.2024
Last trading18.07.2024
Final fixing19.07.2024
Currency redemptionCHF

Performance

Perf. since issue -65.00%
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 price0.20
Underlying price on issue12'037.57
Premium0.03%
Premium p.a.0.38%
Leverage65.51
Implied volatility0.10

Reference data

ISIN CH1338508489
Symbol SMICYZ
Security 133850848
Exchange SIX Structured Products
Currency CHF
Expiry 26.07.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 12'300.00
C/P type call
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 2.91%
Premium p.a. 37.92%
Leverage 342.47
Implied volatility 10.13%
Moneyness out-of-the-money
Leverage 65.5148
Delta 0.1913
Gamma 0.0000
Theta -0.0034
Rho 0.0034
Vega 0.0181
Fair value 0.07
Intrinsic value n.a.
Break-even 12'335.00
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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