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ZKB Call Warrant auf
Amazon.com Inc

ISIN: CH1268381113 Security: 126838111 Symbol: AMZW3Z Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

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 0.15 0.16
Volume 350'000.00 350'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.16
Change -58.97% [ -0.23 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 -35.42%
Year to date (YTD) +6.67%
1 month -55.56%
3 months -42.86%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue140.54
Premium0.02%
Premium p.a.0.30%
Leverage13.49
Implied volatility0.29

Reference data

ISIN CH1268381113
Symbol AMZW3Z
Security 126838111
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Amazon.Com Rg, US0231351067
Underlying ISIN US0231351067
Strike 170.00
C/P type call
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 2.30%
Premium p.a. 29.98%
Leverage 20.36
Implied volatility 29.14%
Moneyness in-the-money
Leverage 13.4925
Delta 0.6628
Gamma 0.0006
Theta -0.0020
Rho 0.0015
Vega 0.0032
Fair value 0.07
Intrinsic value n.a.
Break-even 178.57
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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