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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1305138377 Security: 130513837 Symbol: SMIH5Z 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 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 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 -5.26% [ -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 date28.02.2024
Last trading18.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

Perf. since issue -58.33%
Year to date (YTD) n.a.
1 month +80.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.42
Underlying price on issue11'419.05
Premium0.00%
Premium p.a.0.07%
Leverage91.60
Implied volatility0.07

Reference data

ISIN CH1305138377
Symbol SMIH5Z
Security 130513837
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'300.00
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 0.15%
Premium p.a. 6.98%
Leverage 128.34
Implied volatility 7.03%
Moneyness in-the-money
Leverage 91.5991
Delta -0.7137
Gamma 0.0000
Theta -0.0043
Rho -0.0035
Vega 0.0113
Fair value 0.03
Intrinsic value n.a.
Break-even 11'212.50
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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