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ZKB Call Warrant auf
Amazon.com Inc

ISIN: CH1268383358 Security: 126838335 Symbol: AMZ5BZ Life cycle
Secondary market

Bid Price 0.08

Ask Price 0.09

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 325'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.08 0.09
Volume 625'000.00 325'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.09
Change -25.00% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 -39.29%
Year to date (YTD) -5.26%
1 month -55.00%
3 months -47.06%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue139.00
Premium0.17%
Premium p.a.0.53%
Leverage10.22
Implied volatility0.30

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 17.27%
Premium p.a. 52.96%
Leverage 37.10
Implied volatility 30.32%
Moneyness out-of-the-money
Leverage 10.2229
Delta 0.2755
Gamma 0.0002
Theta -0.0009
Rho 0.0026
Vega 0.0060
Fair value 0.09
Intrinsic value n.a.
Break-even 204.71
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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