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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1305144730 Security: 130514473 Symbol: SMIJ1Z Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

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 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 0.04 0.05
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 0.04
Change 0.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume 10'000.00 Unit
Date/time 23.05.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date19.03.2024
Last trading20.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -87.14%
Year to date (YTD) n.a.
1 month -87.50%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.35
Underlying price on issue11'699.86
Premium0.05%
Premium p.a.0.57%
Leverage53.10
Implied volatility0.13

Reference data

ISIN CH1305144730
Symbol SMIJ1Z
Security 130514473
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'300.00
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 4.87%
Premium p.a. 57.31%
Leverage 526.87
Implied volatility 13.41%
Moneyness out-of-the-money
Leverage 53.1043
Delta -0.1008
Gamma 0.0000
Theta -0.0025
Rho -0.0022
Vega 0.0122
Fair value 0.05
Intrinsic value n.a.
Break-even 11'277.50
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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