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ZKB Put Warrant auf 2024-19.12.2025 Swiss Market Index SMI
Swiss Market Index SMI

ISIN: CH1338508927 Security: 133850892 Symbol: SMI51Z Life cycle
Secondary market

Bid Price 1.06

Ask Price 1.07

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 03.07.2024 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 1.06 1.07
Volume 175'000.00 175'000.00
Date/time 03.07.24 17:15 03.07.24 17:15

Current data

Last price paid 1.07
Change -0.93% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 03.07.2024 17:20

Life cycle

Fixing19.12.2025
Settlement date14.06.2024
Last trading18.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue +17.03%
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 price0.91
Underlying price on issue12'224.01
Premium0.05%
Premium p.a.0.03%
Leverage5.86
Implied volatility0.15

Reference data

ISIN CH1338508927
Symbol SMI51Z
Security 133850892
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 12'500.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 07.06.2024

Key figures

Premium 4.85%
Premium p.a. 3.30%
Leverage 11.28
Implied volatility 15.30%
Moneyness in-the-money
Leverage 5.8623
Delta -0.5195
Gamma 0.0000
Theta -0.0007
Rho -0.1026
Vega 0.0579
Fair value 0.58
Intrinsic value n.a.
Break-even 11'435.00
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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