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ZKB Put Warrant auf
Amazon.com Inc

ISIN: CH1305126554 Security: 130512655 Symbol: AMZNBZ 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) 27.09.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.12.2023
Key Information Document DE 18.12.2023
Key Information Document EN 18.12.2023
Key Information Document FR 18.12.2023
Key Information Document IT 18.12.2023

Price data

  Bid Ask
Price 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 27.09.24 17:15 27.09.24 17:15

Current data

Last price paid 0.045
Change -18.18% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.09.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date27.12.2023
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -87.50%
Year to date (YTD) -84.48%
1 month -43.75%
3 months -50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue149.89
Premium0.22%
Premium p.a.0.66%
Leverage8.13
Implied volatility0.39

Reference data

ISIN CH1305126554
Symbol AMZNBZ
Security 130512655
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Amazon.Com Rg, US0231351067
Underlying ISIN US0231351067
Strike 150.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 18.12.2023

Key figures

Premium 22.15%
Premium p.a. 66.27%
Leverage 70.86
Implied volatility 39.48%
Moneyness out-of-the-money
Leverage 8.1346
Delta -0.1148
Gamma 0.0001
Theta -0.0005
Rho -0.0014
Vega 0.0036
Fair value 0.05
Intrinsic value n.a.
Break-even 147.33
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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