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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1305129756 Security: 130512975 Symbol: SMI0IZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 28.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 09.01.2024
Key Information Document DE 09.01.2024
Key Information Document EN 09.01.2024
Key Information Document FR 09.01.2024
Key Information Document IT 09.01.2024

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume 74'000.00 Unit
Date/time 28.05.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date16.01.2024
Last trading20.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.25%
Year to date (YTD) n.a.
1 month -90.38%
3 months -94.05%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.80
Underlying price on issue11'210.08
Premium0.06%
Premium p.a.0.76%
Leverage50.55
Implied volatility0.15

Reference data

ISIN CH1305129756
Symbol SMI0IZ
Security 130512975
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'100.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 09.01.2024

Key figures

Premium 6.49%
Premium p.a. 76.43%
Leverage 790.30
Implied volatility 15.32%
Moneyness out-of-the-money
Leverage 50.5486
Delta -0.0640
Gamma 0.0000
Theta -0.0021
Rho -0.0014
Vega 0.0087
Fair value 0.03
Intrinsic value n.a.
Break-even 11'085.00
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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