Call-Warrant

Termsheet  
Symbol: SMIY0Z
Underlyings: SMI
ISIN: CH1414895701
Issuer:
Zürcher Kantonalbank
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
19.10.26
18:33:43
0.700
0.720
CHF
Volume
75,000
75,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.690
Diff. absolute / % 0.01 +1.45%

Determined prices

Last Price 0.280 Volume 10,000
Time 10:12:34 Date 01/10/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1414895701
Valor 141489570
Symbol SMIY0Z
Strike 13,800.00 Points
Type Warrants
Type Bull
Ratio 1,000.00
SVSP Code 2100
Exercise type European
Currency Swiss Franc
First Trading Date 29/01/2025
Date of maturity 29/12/2026
Last trading day 17/12/2026
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name SMI
ISIN CH0009980894
Price 14,328.709 Points
Date 19/10/26 19:08
Ratio 1,000.00

Key data

Intrinsic value 0.59
Time value 0.11
Implied volatility 0.15%
Leverage 16.77
Delta 0.82
Gamma 0.00
Vega 15.41
Distance to Strike -591.31
Distance to Strike in % -4.11%

market maker quality Date: 16/10/2026

Average Spread 1.39%
Last Best Bid Price 0.75 CHF
Last Best Ask Price 0.76 CHF
Last Best Bid Volume 150,000
Last Best Ask Volume 150,000
Average Buy Volume 150,000
Average Sell Volume 150,000
Average Buy Value 107,246 CHF
Average Sell Value 108,746 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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