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ZKB Call Warrant auf
Amazon.com Inc

ISIN: CH1305133592 Security: 130513359 Symbol: AMZGAZ Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 14.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.01.2024
Key Information Document DE 26.01.2024
Key Information Document EN 26.01.2024
Key Information Document FR 26.01.2024
Key Information Document IT 26.01.2024

Price data

  Bid Ask
Price 0.12 0.13
Volume 425'000.00 425'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.13
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date02.02.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue +25.00%
Year to date (YTD) n.a.
1 month -23.53%
3 months -13.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue158.53
Premium0.27%
Premium p.a.0.43%
Leverage7.36
Implied volatility0.31

Reference data

ISIN CH1305133592
Symbol AMZGAZ
Security 130513359
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Amazon.Com Rg, US0231351067
Underlying ISIN US0231351067
Strike 225.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 26.01.2024

Key figures

Premium 26.90%
Premium p.a. 43.25%
Leverage 26.06
Implied volatility 31.36%
Moneyness out-of-the-money
Leverage 7.3563
Delta 0.2823
Gamma 0.0002
Theta -0.0007
Rho 0.0049
Vega 0.0087
Fair value 0.13
Intrinsic value n.a.
Break-even 232.02
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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