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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1305134335 Security: 130513433 Symbol: SMITDZ 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 30.01.2024
Key Information Document DE 30.01.2024
Key Information Document EN 30.01.2024
Key Information Document FR 30.01.2024
Key Information Document IT 30.01.2024

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 -37.50% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing19.04.2024
Settlement date06.02.2024
Last trading18.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

Perf. since issue -88.46%
Year to date (YTD) n.a.
1 month -33.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue11'445.69
Premium0.00%
Premium p.a.0.22%
Leverage177.52
Implied volatility0.06

Reference data

ISIN CH1305134335
Symbol SMITDZ
Security 130513433
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'200.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 30.01.2024

Key figures

Premium 0.47%
Premium p.a. 21.50%
Leverage 499.13
Implied volatility 5.59%
Moneyness out-of-the-money
Leverage 177.5173
Delta -0.3557
Gamma 0.0000
Theta -0.0040
Rho -0.0018
Vega 0.0124
Fair value 0.05
Intrinsic value n.a.
Break-even 11'177.50
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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