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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1305138245 Security: 130513824 Symbol: SMIJ0Z Life cycle
Secondary market

Bid Price 0.075

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 325'000.00

Date/time (delayed) 13.05.2024 05:15:00

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 0.075 0.085
Volume 625'000.00 325'000.00
Date/time 13.05.24 17:15 13.05.24 17:15

Current data

Last price paid 0.075
Change +66.67% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 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 -27.27%
Year to date (YTD) n.a.
1 month +36.36%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue11'418.06
Premium0.01%
Premium p.a.0.16%
Leverage124.88
Implied volatility0.06

Reference data

ISIN CH1305138245
Symbol SMIJ0Z
Security 130513824
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'800.00
C/P type call
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 0.61%
Premium p.a. 15.93%
Leverage 294.20
Implied volatility 5.62%
Moneyness out-of-the-money
Leverage 124.8757
Delta 0.4245
Gamma 0.0000
Theta -0.0040
Rho 0.0038
Vega 0.0181
Fair value 0.08
Intrinsic value n.a.
Break-even 11'840.00
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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