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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1305144813 Security: 130514481 Symbol: SMICQZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 11:32:49

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.03.2024
Key Information Document DE 12.03.2024
Key Information Document EN 12.03.2024
Key Information Document FR 12.03.2024
Key Information Document IT 12.03.2024

Price data

  Bid Ask
Price 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 11:32 15.05.24 11:32

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume 10'000.00 Unit
Date/time 14.05.2024 17:15

Life cycle

Fixing17.05.2024
Settlement date19.03.2024
Last trading16.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -75.00%
Year to date (YTD) n.a.
1 month -37.50%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue11'699.86
Premium0.01%
Premium p.a.0.27%
Leverage157.41
Implied volatility0.06

Reference data

ISIN CH1305144813
Symbol SMICQZ
Security 130514481
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'900.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 12.03.2024

Key figures

Premium 0.88%
Premium p.a. 26.72%
Leverage 590.81
Implied volatility 5.78%
Moneyness out-of-the-money
Leverage 157.4057
Delta 0.2664
Gamma 0.0000
Theta -0.0036
Rho 0.0020
Vega 0.0141
Fair value 0.04
Intrinsic value n.a.
Break-even 11'920.00
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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