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ZKB Call Warrant auf
Amazon.com Inc

ISIN: CH1268383358 Security: 126838335 Symbol: AMZ5BZ Life cycle
redeemed

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) 20.09.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 14.08.2023
Key Information Document DE 14.08.2023
Key Information Document EN 14.08.2023
Key Information Document FR 14.08.2023
Key Information Document IT 14.08.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.005
Change +400.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.09.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date21.08.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -92.86%
Year to date (YTD) -94.74%
1 month n.a.
3 months -95.83%
1 year -95.45%
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue139.00
Premium0.06%
Premium p.a.2.94%
Leverage44.65
Implied volatility0.33

Reference data

ISIN CH1268383358
Symbol AMZ5BZ
Security 126838335
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Amazon.Com Rg, US0231351067
Underlying ISIN US0231351067
Strike 200.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 14.08.2023

Key figures

Premium 5.65%
Premium p.a. 294.37%
Leverage 322.28
Implied volatility 32.99%
Moneyness out-of-the-money
Leverage 44.6547
Delta 0.1386
Gamma 0.0006
Theta -0.0023
Rho 0.0001
Vega 0.0010
Fair value 0.01
Intrinsic value n.a.
Break-even 200.59
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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