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ZKB Call Warrant auf
Amazon.com Inc

ISIN: CH1268383325 Security: 126838332 Symbol: AMZJ5Z Life cycle
Secondary market

Bid Price 0.38

Ask Price 0.39

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 28.05.2024 05:15:01

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 0.38 0.39
Volume 150'000.00 150'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.38
Change -5.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 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 +42.59%
Year to date (YTD) +72.73%
1 month -5.00%
3 months 0.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue139.01
Premium0.06%
Premium p.a.0.17%
Leverage6.01
Implied volatility0.32

Reference data

ISIN CH1268383325
Symbol AMZJ5Z
Security 126838332
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 14.08.2023

Key figures

Premium 5.59%
Premium p.a. 16.73%
Leverage 8.56
Implied volatility 32.18%
Moneyness in-the-money
Leverage 6.0063
Delta 0.7013
Gamma 0.0002
Theta -0.0012
Rho 0.0064
Vega 0.0066
Fair value 0.18
Intrinsic value n.a.
Break-even 191.14
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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