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

ISIN: CH1338509156 Security: 133850915 Symbol: SMISVZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 05.07.2024 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 0.01 0.015
Volume 1'000'000.00 250'000.00
Date/time 05.07.24 17:15 05.07.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 17:20

Life cycle

Fixing19.07.2024
Settlement date14.06.2024
Last trading18.07.2024
Final fixing19.07.2024
Currency redemptionCHF

Performance

Perf. since issue -79.17%
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 price0.06
Underlying price on issue12'224.01
Premium0.07%
Premium p.a.1.87%
Leverage71.74
Implied volatility0.19

Reference data

ISIN CH1338509156
Symbol SMISVZ
Security 133850915
Exchange SIX Structured Products
Currency CHF
Expiry 26.07.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 12'800.00
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 6.66%
Premium p.a. 187.11%
Leverage 1'920.98
Implied volatility 18.72%
Moneyness out-of-the-money
Leverage 71.7384
Delta 0.0373
Gamma 0.0000
Theta -0.0027
Rho 0.0003
Vega 0.0037
Fair value 0.01
Intrinsic value n.a.
Break-even 12'806.25
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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