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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1305133360 Security: 130513336 Symbol: SMI5BZ 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 25.01.2024
Key Information Document DE 25.01.2024
Key Information Document EN 25.01.2024
Key Information Document FR 25.01.2024
Key Information Document IT 25.01.2024

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 -40.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing19.04.2024
Settlement date01.02.2024
Last trading18.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

Perf. since issue -97.78%
Year to date (YTD) n.a.
1 month -70.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.45
Underlying price on issue11'158.15
Premium0.02%
Premium p.a.0.96%
Leverage156.99
Implied volatility0.10

Reference data

ISIN CH1305133360
Symbol SMI5BZ
Security 130513336
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'000.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 25.01.2024

Key figures

Premium 2.10%
Premium p.a. 95.65%
Leverage 2'246.09
Implied volatility 9.68%
Moneyness out-of-the-money
Leverage 156.9877
Delta -0.0699
Gamma 0.0000
Theta -0.0026
Rho -0.0004
Vega 0.0045
Fair value 0.01
Intrinsic value n.a.
Break-even 10'995.00
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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