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ZKB Call Warrant auf
Amazon.com Inc

ISIN: CH1305132511 Security: 130513251 Symbol: AMZXHZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

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 25.01.2024
Key Information Document DE 25.01.2024
Key Information Document EN 25.01.2024
Key Information Document FR 25.01.2024
Key Information Document IT 25.01.2024

Price data

  Bid Ask
Price 0.03 0.04
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 -38.46% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date01.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -61.11%
Year to date (YTD) n.a.
1 month -75.00%
3 months -76.47%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue155.85
Premium0.07%
Premium p.a.0.93%
Leverage22.67
Implied volatility0.28

Reference data

ISIN CH1305132511
Symbol AMZXHZ
Security 130513251
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Amazon.Com Rg, US0231351067
Underlying ISIN US0231351067
Strike 185.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 25.01.2024

Key figures

Premium 7.16%
Premium p.a. 93.39%
Leverage 90.02
Implied volatility 27.75%
Moneyness out-of-the-money
Leverage 22.6655
Delta 0.2518
Gamma 0.0005
Theta -0.0015
Rho 0.0006
Vega 0.0028
Fair value 0.04
Intrinsic value n.a.
Break-even 186.94
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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