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ZKB Put Warrant auf
Amazon.com Inc

ISIN: CH1305133683 Security: 130513368 Symbol: AMZJOZ Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

Date/time (delayed) 03.06.2024 01:28:08

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 0.09 0.10
Volume 575'000.00 300'000.00
Date/time 03.06.24 13:28 03.06.24 13:28

Current data

Last price paid 0.10
Change +17.65% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 -69.35%
Year to date (YTD) n.a.
1 month -28.57%
3 months -41.18%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue158.53
Premium0.12%
Premium p.a.0.39%
Leverage8.09
Implied volatility0.34

Reference data

ISIN CH1305133683
Symbol AMZJOZ
Security 130513368
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Amazon.Com Rg, US0231351067
Underlying ISIN US0231351067
Strike 160.00
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 12.31%
Premium p.a. 38.72%
Leverage 33.49
Implied volatility 33.69%
Moneyness out-of-the-money
Leverage 8.0945
Delta -0.2417
Gamma 0.0002
Theta -0.0007
Rho -0.0027
Vega 0.0056
Fair value 0.10
Intrinsic value n.a.
Break-even 154.73
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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