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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1250714800 Security: 125071480 Symbol: SMICBZ 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 16.03.2023
Key Information Document DE 16.03.2023
Key Information Document EN 16.03.2023
Key Information Document FR 16.03.2023
Key Information Document IT 16.03.2023

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 +400.00% [ 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 date23.03.2023
Last trading14.03.2024
Final fixing15.03.2024
Currency redemptionCHF

Performance

Perf. since issue -85.71%
Year to date (YTD) -66.67%
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue10'621.23
Premium0.32%
Premium p.a.14.48%
Leverage40.90
Implied volatility0.69

Reference data

ISIN CH1250714800
Symbol SMICBZ
Security 125071480
Exchange SIX Structured Products
Currency CHF
Expiry 22.03.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 8'000.00
C/P type put
Subscription ratio 2'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 2000
Value day 16.03.2023

Key figures

Premium 31.74%
Premium p.a. 1448.36%
Leverage 586'035.00
Implied volatility 68.71%
Moneyness out-of-the-money
Leverage 40.9013
Delta -0.0001
Gamma 0.0004
Theta -0.0105
Rho -0.0001
Vega 0.0024
Fair value 0.01
Intrinsic value n.a.
Break-even 7'999.98
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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