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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1305134319 Security: 130513431 Symbol: SMIUXZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 30.01.2024
Key Information Document DE 30.01.2024
Key Information Document EN 30.01.2024
Key Information Document FR 30.01.2024
Key Information Document IT 30.01.2024

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

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

Life cycle

Fixing19.04.2024
Settlement date06.02.2024
Last trading18.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

Perf. since issue -88.89%
Year to date (YTD) n.a.
1 month -75.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue11'445.69
Premium0.07%
Premium p.a.3.15%
Leverage73.01
Implied volatility0.24

Reference data

ISIN CH1305134319
Symbol SMIUXZ
Security 130513431
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 12'000.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 30.01.2024

Key figures

Premium 6.90%
Premium p.a. 314.68%
Leverage 2'246.09
Implied volatility 23.92%
Moneyness out-of-the-money
Leverage 73.0133
Delta 0.0325
Gamma 0.0000
Theta -0.0036
Rho 0.0001
Vega 0.0024
Fair value 0.01
Intrinsic value n.a.
Break-even 12'005.00
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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