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ZKB Put Warrant auf
Amazon.com Inc

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

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 07.06.2024 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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 05.06.2024 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 -95.24%
Year to date (YTD) n.a.
1 month -40.00%
3 months -81.25%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue158.53
Premium0.17%
Premium p.a.2.93%
Leverage18.72
Implied volatility0.50

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 16.83%
Premium p.a. 292.56%
Leverage 332.90
Implied volatility 50.14%
Moneyness out-of-the-money
Leverage 18.7187
Delta -0.0562
Gamma 0.0001
Theta -0.0010
Rho -0.0001
Vega 0.0009
Fair value 0.01
Intrinsic value n.a.
Break-even 154.44
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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