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

ISIN: CH1235750960 Security: 123575096 Symbol: SMIPBZ 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 06.01.2023
Key Information Document DE 06.01.2023
Key Information Document EN 06.01.2023
Key Information Document FR 06.01.2023
Key Information Document IT 06.01.2023

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 -80.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing15.03.2024
Settlement date13.01.2023
Last trading14.03.2024
Final fixing15.03.2024
Currency redemptionCHF

Performance

Perf. since issue -96.76%
Year to date (YTD) -95.00%
1 month n.a.
3 months n.a.
1 year -98.95%
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue11'090.13
Premium0.02%
Premium p.a.0.70%
Leverage792.72
Implied volatility0.03

Reference data

ISIN CH1235750960
Symbol SMIPBZ
Security 123575096
Exchange SIX Structured Products
Currency CHF
Expiry 22.03.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'900.00
C/P type call
Subscription ratio 2'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 2000
Value day 06.01.2023

Key figures

Premium 1.53%
Premium p.a. 69.80%
Leverage 1'065'518.18
Implied volatility 3.15%
Moneyness out-of-the-money
Leverage 792.7209
Delta 0.0007
Gamma 0.0000
Theta -0.0046
Rho 0.0009
Vega 0.0223
Fair value 0.01
Intrinsic value n.a.
Break-even 11'900.01
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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