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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1305148210 Security: 130514821 Symbol: SMI6HZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.03.2024
Key Information Document DE 22.03.2024
Key Information Document EN 22.03.2024
Key Information Document FR 22.03.2024
Key Information Document IT 22.03.2024

Price data

  Bid Ask
Price 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 14.05.24 17:15 14.05.24 17:15

Current data

Last price paid 0.035
Change -22.22% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume 132'000.00 Unit
Date/time 14.05.2024 17:15

Life cycle

Fixing17.05.2024
Settlement date02.04.2024
Last trading16.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -93.75%
Year to date (YTD) n.a.
1 month -95.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.40
Underlying price on issue11'694.83
Premium0.02%
Premium p.a.0.47%
Leverage130.15
Implied volatility0.08

Reference data

ISIN CH1305148210
Symbol SMI6HZ
Security 130514821
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'600.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 22.03.2024

Key figures

Premium 1.67%
Premium p.a. 46.84%
Leverage 942.73
Implied volatility 7.96%
Moneyness out-of-the-money
Leverage 130.1466
Delta -0.1381
Gamma 0.0000
Theta -0.0029
Rho -0.0012
Vega 0.0098
Fair value 0.03
Intrinsic value n.a.
Break-even 11'587.50
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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