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ZKB Put Warrant auf
Amazon.com Inc

ISIN: CH1305133667 Security: 130513366 Symbol: AMZ8IZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 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 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.055
Change -8.33% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date02.02.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -77.27%
Year to date (YTD) n.a.
1 month -35.29%
3 months -57.69%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue158.53
Premium0.20%
Premium p.a.0.55%
Leverage8.40
Implied volatility0.36

Reference data

ISIN CH1305133667
Symbol AMZ8IZ
Security 130513366
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 26.01.2024

Key figures

Premium 20.14%
Premium p.a. 55.27%
Leverage 66.96
Implied volatility 36.03%
Moneyness out-of-the-money
Leverage 8.4009
Delta -0.1255
Gamma 0.0001
Theta -0.0005
Rho -0.0017
Vega 0.0042
Fair value 0.05
Intrinsic value n.a.
Break-even 147.25
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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