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ZKB Call Warrant auf 2024-20.09.2024 Swiss Market Index SMI
Swiss Market Index SMI

ISIN: CH1338509198 Security: 133850919 Symbol: SMIBAZ Life cycle
Secondary market

Bid Price 0.47

Ask Price 0.48

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 11.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 07.06.2024
Key Information Document DE 07.06.2024
Key Information Document EN 07.06.2024
Key Information Document FR 07.06.2024
Key Information Document IT 07.06.2024

Price data

  Bid Ask
Price 0.47 0.48
Volume 125'000.00 125'000.00
Date/time 11.07.24 17:15 11.07.24 17:15

Current data

Last price paid 0.47
Change +30.56% [ +0.11 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.07.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date14.06.2024
Last trading19.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -18.10%
Year to date (YTD) n.a.
1 month +4.44%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.58
Underlying price on issue12'224.01
Premium0.02%
Premium p.a.0.12%
Leverage25.85
Implied volatility0.11

Reference data

ISIN CH1338509198
Symbol SMIBAZ
Security 133850919
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 07.06.2024

Key figures

Premium 2.30%
Premium p.a. 11.99%
Leverage 51.60
Implied volatility 11.41%
Moneyness out-of-the-money
Leverage 25.8523
Delta 0.5010
Gamma 0.0000
Theta -0.0039
Rho 0.0226
Vega 0.0428
Fair value 0.48
Intrinsic value n.a.
Break-even 12'537.50
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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