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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1305144706 Security: 130514470 Symbol: SMI7OZ 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 12.03.2024
Key Information Document DE 12.03.2024
Key Information Document EN 12.03.2024
Key Information Document FR 12.03.2024
Key Information Document IT 12.03.2024

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 -5.00% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing19.04.2024
Settlement date19.03.2024
Last trading18.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

Perf. since issue +146.77%
Year to date (YTD) n.a.
1 month +216.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue11'699.86
Premium0.00%
Premium p.a.0.05%
Leverage26.06
Implied volatility0.18

Reference data

ISIN CH1305144706
Symbol SMI7OZ
Security 130514470
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'600.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 12.03.2024

Key figures

Premium 0.11%
Premium p.a. 4.95%
Leverage 29.36
Implied volatility 17.69%
Moneyness in-the-money
Leverage 26.0586
Delta -0.8876
Gamma 0.0000
Theta -0.0062
Rho -0.0044
Vega 0.0063
Fair value 0.02
Intrinsic value n.a.
Break-even 11'217.50
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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