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ZKB Call Warrant auf 2024-20.06.2025 Swiss Market Index SMI
Swiss Market Index SMI

ISIN: CH1338520500 Security: 133852050 Symbol: SMIWQZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 800'000.00

Volume 800'000.00

Date/time (delayed) 08.08.2024 03:00:56

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.07.2024
Key Information Document DE 26.07.2024
Key Information Document EN 26.07.2024

Price data

  Bid Ask
Price 0.11 0.12
Volume 800'000.00 800'000.00
Date/time 08.08.24 15:00 08.08.24 15:00

Current data

Last price paid 0.12
Change +26.32% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.08.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date05.08.2024
Last trading19.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -28.13%
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 price0.16
Underlying price on issue12'091.12
Premium0.13%
Premium p.a.0.15%
Leverage18.15
Implied volatility0.11

Reference data

ISIN CH1338520500
Symbol SMIWQZ
Security 133852050
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 13'200.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 26.07.2024

Key figures

Premium 13.42%
Premium p.a. 15.17%
Leverage 102.08
Implied volatility 11.37%
Moneyness out-of-the-money
Leverage 18.1517
Delta 0.1778
Gamma 0.0000
Theta -0.0006
Rho 0.0155
Vega 0.0288
Fair value 0.12
Intrinsic value n.a.
Break-even 13'315.00
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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