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ZKB Put Warrant auf
Amazon.com Inc

ISIN: CH1268381287 Security: 126838128 Symbol: AMZ0TZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.08.2023
Key Information Document DE 04.08.2023
Key Information Document EN 04.08.2023
Key Information Document FR 04.08.2023
Key Information Document IT 04.08.2023

Price data

  Bid Ask
Price 0.001 0.02
Volume 250'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.015
Change -40.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date11.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.43%
Year to date (YTD) -84.21%
1 month n.a.
3 months -62.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue140.54
Premium0.30%
Premium p.a.15.88%
Leverage11.10
Implied volatility1.52

Reference data

ISIN CH1268381287
Symbol AMZ0TZ
Security 126838128
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Amazon.Com Rg, US0231351067
Underlying ISIN US0231351067
Strike 130.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 04.08.2023

Key figures

Premium 30.46%
Premium p.a. 1588.34%
Leverage 316.31
Implied volatility 152.29%
Moneyness out-of-the-money
Leverage 11.0993
Delta -0.0351
Gamma 0.0000
Theta -0.0036
Rho 0.0000
Vega 0.0004
Fair value 0.01
Intrinsic value n.a.
Break-even 129.41
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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