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ZKB Put Warrant auf
Amazon.com Inc

ISIN: CH1268383309 Security: 126838330 Symbol: AMZSVZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

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 0.04 0.05
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 0.04
Change +14.29% [ 0.00 ]
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 -87.14%
Year to date (YTD) -77.78%
1 month -42.86%
3 months -52.94%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.35
Underlying price on issue139.00
Premium0.21%
Premium p.a.0.65%
Leverage8.28
Implied volatility0.39

Reference data

ISIN CH1268383309
Symbol AMZSVZ
Security 126838330
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Amazon.Com Rg, US0231351067
Underlying ISIN US0231351067
Strike 140.00
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 21.33%
Premium p.a. 65.42%
Leverage 70.15
Implied volatility 39.10%
Moneyness out-of-the-money
Leverage 8.2806
Delta -0.1180
Gamma 0.0001
Theta -0.0005
Rho -0.0014
Vega 0.0036
Fair value 0.05
Intrinsic value n.a.
Break-even 137.51
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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