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ZKB Put Warrant auf
Amazon.com Inc

ISIN: CH1268381287 Security: 126838128 Symbol: AMZ0TZ Life cycle
Secondary market

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) 31.05.2024 05:15:00

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

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 -95.65%
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
Premium0.26%
Premium p.a.3.37%
Leverage12.81
Implied volatility0.65

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 25.84%
Premium p.a. 336.79%
Leverage 315.24
Implied volatility 65.25%
Moneyness out-of-the-money
Leverage 12.8117
Delta -0.0406
Gamma 0.0001
Theta -0.0009
Rho -0.0001
Vega 0.0008
Fair value 0.01
Intrinsic value n.a.
Break-even 129.45
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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