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ZKB Put Warrant auf
Amazon.com Inc

ISIN: CH1305133733 Security: 130513373 Symbol: AMZASZ Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 03.06.2024 02:24:07

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 0.19 0.20
Volume 250'000.00 250'000.00
Date/time 03.06.24 14:24 03.06.24 14:24

Current data

Last price paid 0.21
Change +16.67% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 -52.44%
Year to date (YTD) n.a.
1 month -12.50%
3 months -19.23%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue158.53
Premium0.13%
Premium p.a.0.19%
Leverage4.94
Implied volatility0.34

Reference data

ISIN CH1305133733
Symbol AMZASZ
Security 130513373
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Amazon.Com Rg, US0231351067
Underlying ISIN US0231351067
Strike 165.00
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 12.62%
Premium p.a. 19.36%
Leverage 16.30
Implied volatility 33.80%
Moneyness out-of-the-money
Leverage 4.9412
Delta -0.3032
Gamma 0.0002
Theta -0.0005
Rho -0.0076
Vega 0.0090
Fair value 0.20
Intrinsic value n.a.
Break-even 154.17
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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