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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1305142866 Security: 130514286 Symbol: SMII0Z 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 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 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 13.05.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date12.03.2024
Last trading16.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -96.88%
Year to date (YTD) n.a.
1 month -93.18%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue11'475.24
Premium0.07%
Premium p.a.2.37%
Leverage66.08
Implied volatility0.22

Reference data

ISIN CH1305142866
Symbol SMII0Z
Security 130514286
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'100.00
C/P type put
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 7.13%
Premium p.a. 236.55%
Leverage 2'389.33
Implied volatility 22.45%
Moneyness out-of-the-money
Leverage 66.0805
Delta -0.0277
Gamma 0.0000
Theta -0.0027
Rho -0.0002
Vega 0.0026
Fair value 0.01
Intrinsic value n.a.
Break-even 11'095.00
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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