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Amazon.com Inc

ISIN: CH1305135738 Security: 130513573 Symbol: AMZNYZ Life cycle
Secondary market

Bid Price 0.27

Ask Price 0.28

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 25.09.2024 02:30:42

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.02.2024
Key Information Document DE 05.02.2024
Key Information Document EN 05.02.2024
Key Information Document FR 05.02.2024
Key Information Document IT 05.02.2024

Price data

  Bid Ask
Price 0.27 0.28
Volume 200'000.00 200'000.00
Date/time 25.09.24 14:30 25.09.24 14:30

Current data

Last price paid 0.26
Change +8.33% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.09.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date12.02.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -19.12%
Year to date (YTD) n.a.
1 month +23.81%
3 months -16.13%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue170.60
Premium0.11%
Premium p.a.0.23%
Leverage6.35
Implied volatility0.31

Reference data

ISIN CH1305135738
Symbol AMZNYZ
Security 130513573
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Amazon.Com Rg, US0231351067
Underlying ISIN US0231351067
Strike 200.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 05.02.2024

Key figures

Premium 11.46%
Premium p.a. 22.74%
Leverage 11.98
Implied volatility 30.71%
Moneyness out-of-the-money
Leverage 6.3477
Delta 0.5300
Gamma 0.0002
Theta -0.0010
Rho 0.0074
Vega 0.0093
Fair value 0.28
Intrinsic value n.a.
Break-even 216.19
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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