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ZKB Put Warrant auf
Amazon.com Inc

ISIN: CH1305133659 Security: 130513365 Symbol: AMZY2Z Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

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 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 0.01 0.02
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 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.86%
Year to date (YTD) n.a.
1 month -60.00%
3 months -81.82%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue158.53
Premium0.12%
Premium p.a.1.55%
Leverage20.45
Implied volatility0.36

Reference data

ISIN CH1305133659
Symbol AMZY2Z
Security 130513365
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Amazon.Com Rg, US0231351067
Underlying ISIN US0231351067
Strike 155.00
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 11.86%
Premium p.a. 154.64%
Leverage 210.60
Implied volatility 36.15%
Moneyness out-of-the-money
Leverage 20.4513
Delta -0.0971
Gamma 0.0002
Theta -0.0009
Rho -0.0002
Vega 0.0015
Fair value 0.02
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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