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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1305142783 Security: 130514278 Symbol: SMI7XZ 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 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

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 -50.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing19.04.2024
Settlement date12.03.2024
Last trading18.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

Perf. since issue -93.33%
Year to date (YTD) n.a.
1 month -95.71%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue11'475.24
Premium0.03%
Premium p.a.1.52%
Leverage120.48
Implied volatility0.13

Reference data

ISIN CH1305142783
Symbol SMI7XZ
Security 130514278
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'600.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 05.03.2024

Key figures

Premium 3.34%
Premium p.a. 152.17%
Leverage 2'246.09
Implied volatility 13.36%
Moneyness out-of-the-money
Leverage 120.4786
Delta 0.0536
Gamma 0.0000
Theta -0.0031
Rho 0.0003
Vega 0.0036
Fair value 0.01
Intrinsic value n.a.
Break-even 11'605.00
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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