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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1305143963 Security: 130514396 Symbol: SMIH0Z 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 08.03.2024
Key Information Document DE 08.03.2024
Key Information Document EN 08.03.2024
Key Information Document FR 08.03.2024
Key Information Document IT 08.03.2024

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 date15.03.2024
Last trading18.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

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

Key figures on issue

Issue price0.09
Underlying price on issue11'624.26
Premium0.06%
Premium p.a.2.74%
Leverage80.38
Implied volatility0.21

Reference data

ISIN CH1305143963
Symbol SMIH0Z
Security 130514396
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'900.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 08.03.2024

Key figures

Premium 6.01%
Premium p.a. 274.05%
Leverage 2'246.09
Implied volatility 21.40%
Moneyness out-of-the-money
Leverage 80.3810
Delta 0.0358
Gamma 0.0000
Theta -0.0035
Rho 0.0002
Vega 0.0026
Fair value 0.01
Intrinsic value n.a.
Break-even 11'905.00
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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