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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1250734584 Security: 125073458 Symbol: SMI6RZ 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) 14.05.2024 10:17:39

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.05.2023
Key Information Document DE 19.05.2023
Key Information Document EN 19.05.2023
Key Information Document FR 19.05.2023
Key Information Document IT 19.05.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 14.05.24 10:17 14.05.24 10:17

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 27.03.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.05.2023
Last trading20.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.91%
Year to date (YTD) -70.00%
1 month n.a.
3 months -70.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue11'548.06
Premium0.29%
Premium p.a.2.32%
Leverage16.82
Implied volatility0.46

Reference data

ISIN CH1250734584
Symbol SMI6RZ
Security 125073458
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 8'400.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 19.05.2023

Key figures

Premium 28.58%
Premium p.a. 231.80%
Leverage 1'174.71
Implied volatility 45.54%
Moneyness out-of-the-money
Leverage 16.8190
Delta -0.0143
Gamma 0.0000
Theta -0.0008
Rho -0.0003
Vega 0.0015
Fair value 0.01
Intrinsic value n.a.
Break-even 8'390.00
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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