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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1305138393 Security: 130513839 Symbol: SMIL1Z Life cycle
redeemed

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) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

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 06.05.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date28.02.2024
Last trading16.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -85.71%
Year to date (YTD) n.a.
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 issue11'419.05
Premium0.16%
Premium p.a.5.42%
Leverage33.46
Implied volatility0.48

Reference data

ISIN CH1305138393
Symbol SMIL1Z
Security 130513839
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 10'000.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 21.02.2024

Key figures

Premium 16.34%
Premium p.a. 542.07%
Leverage 2'389.33
Implied volatility 47.64%
Moneyness out-of-the-money
Leverage 33.4556
Delta -0.0140
Gamma 0.0000
Theta -0.0032
Rho -0.0001
Vega 0.0015
Fair value 0.01
Intrinsic value n.a.
Break-even 9'995.00
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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