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ZKB Put Warrant auf
Amazon.com Inc

ISIN: CH1305133741 Security: 130513374 Symbol: AMZCAZ Life cycle
Secondary market

Bid Price 0.25

Ask Price 0.26

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 31.05.2024 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 0.25 0.26
Volume 200'000.00 200'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.25
Change +19.05% [ +0.04 ]
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 -45.74%
Year to date (YTD) n.a.
1 month -7.41%
3 months -16.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.47
Underlying price on issue158.53
Premium0.11%
Premium p.a.0.16%
Leverage4.42
Implied volatility0.35

Reference data

ISIN CH1305133741
Symbol AMZCAZ
Security 130513374
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Amazon.Com Rg, US0231351067
Underlying ISIN US0231351067
Strike 170.00
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 10.70%
Premium p.a. 16.21%
Leverage 12.37
Implied volatility 34.76%
Moneyness out-of-the-money
Leverage 4.4194
Delta -0.3574
Gamma 0.0002
Theta -0.0005
Rho -0.0091
Vega 0.0096
Fair value 0.26
Intrinsic value n.a.
Break-even 155.88
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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