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ZKB Warrant Put
on SMI® Index

ISIN: CH1338509883 Security: 133850988 Symbol: ZSMIBH Life cycle
Secondary market

Bid Price 0.115

Ask Price 0.125

Currency CHF

Exchange Berne eXchange

Volume 250'000.00

Volume 250'000.00

Date/time (realtime) 12.07.2024 12:15:08

Sell Buy 

Product Download

Security PDF for download Publication date

Price data

  Bid Ask
Price 0.115 0.125
Volume 250'000.00 250'000.00
Date/time 12.07.24 12:15 12.07.24 12:15

Current data

Last price paid n.a.
Change n.a. [ n.a. ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing20.06.2025
Settlement date17.06.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -28.24%
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 price0.17
Underlying price on issue12'156.10
Premium0.20%
Premium p.a.0.21%
Leverage10.30
Implied volatility0.19

Reference data

ISIN CH1338509883
Symbol ZSMIBH
Security 133850988
Exchange Berne eXchange
Currency CHF
Expiry 20.06.2025
Underlying SMI®
Underlying ISIN CH0009980894
Strike 10'000.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 10.06.2024

Key figures

Premium 19.69%
Premium p.a. 20.96%
Leverage 100.82
Implied volatility 19.42%
Moneyness out-of-the-money
Leverage 10.2995
Delta -0.1022
Gamma 0.0000
Theta -0.0005
Rho -0.0159
Vega 0.0213
Fair value 0.12
Intrinsic value n.a.
Break-even 9'878.00
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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