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

ISIN: CH1237242354 Security: 123724235 Symbol: SMIWWZ 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 15.02.2023
Key Information Document DE 15.02.2023
Key Information Document EN 15.02.2023
Key Information Document FR 15.02.2023
Key Information Document IT 15.02.2023

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 -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing15.03.2024
Settlement date22.02.2023
Last trading14.03.2024
Final fixing15.03.2024
Currency redemptionCHF

Performance

Perf. since issue -97.96%
Year to date (YTD) -75.00%
1 month n.a.
3 months -80.00%
1 year -96.67%
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue11'261.03
Premium0.18%
Premium p.a.8.26%
Leverage84.95
Implied volatility0.34

Reference data

ISIN CH1237242354
Symbol SMIWWZ
Security 123724235
Exchange SIX Structured Products
Currency CHF
Expiry 22.03.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 9'600.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 15.02.2023

Key figures

Premium 18.09%
Premium p.a. 825.52%
Leverage 2'131'036.36
Implied volatility 34.46%
Moneyness out-of-the-money
Leverage 84.9459
Delta 0.0000
Gamma 0.0017
Theta -0.0062
Rho -0.0001
Vega 0.0029
Fair value 0.01
Intrinsic value n.a.
Break-even 9'599.99
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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