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ZKB Put Warrant auf SMI Swiss Market Index Price Index
Swiss Market Index SMI

ISIN: CH1235748394 Security: 123574839 Symbol: SMIPGZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 13.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.12.2022
Key Information Document DE 20.12.2022
Key Information Document EN 20.12.2022
Key Information Document FR 20.12.2022
Key Information Document IT 20.12.2022

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 13.05.24 17:15 13.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.12.2022
Last trading20.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.43%
Year to date (YTD) -70.00%
1 month n.a.
3 months -57.14%
1 year -90.00%
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue10'712.74
Premium0.19%
Premium p.a.1.53%
Leverage69.00
Implied volatility0.17

Reference data

ISIN CH1235748394
Symbol SMIPGZ
Security 123574839
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 9'500.00
C/P type put
Subscription ratio 2'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 2000
Value day 20.12.2022

Key figures

Premium 19.27%
Premium p.a. 152.93%
Leverage 588'404.00
Implied volatility 16.67%
Moneyness out-of-the-money
Leverage 69.0035
Delta -0.0001
Gamma 0.0007
Theta -0.0017
Rho -0.0011
Vega 0.0096
Fair value 0.01
Intrinsic value n.a.
Break-even 9'499.98
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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