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ZKB Put Warrant auf
Amazon.com Inc

ISIN: CH1268383317 Security: 126838331 Symbol: AMZOIZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

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 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 0.025 0.035
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 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.05.2024 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 -88.89%
Year to date (YTD) -76.92%
1 month -33.33%
3 months -53.85%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue139.00
Premium0.26%
Premium p.a.0.81%
Leverage8.29
Implied volatility0.42

Reference data

ISIN CH1268383317
Symbol AMZOIZ
Security 126838331
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 14.08.2023

Key figures

Premium 26.47%
Premium p.a. 81.19%
Leverage 105.08
Implied volatility 42.33%
Moneyness out-of-the-money
Leverage 8.2855
Delta -0.0788
Gamma 0.0001
Theta -0.0004
Rho -0.0009
Vega 0.0026
Fair value 0.03
Intrinsic value n.a.
Break-even 128.34
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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