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ZKB Call Warrant auf
Amazon.com Inc

ISIN: CH1305135753 Security: 130513575 Symbol: AMZ63Z Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 18.09.2024 09:16:04

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 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 18.09.24 09:16 18.09.24 09:16

Current data

Last price paid 0.11
Change +10.00% [ +0.01 ]
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 -41.67%
Year to date (YTD) n.a.
1 month +22.22%
3 months -26.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue170.60
Premium0.26%
Premium p.a.0.50%
Leverage7.79
Implied volatility0.33

Reference data

ISIN CH1305135753
Symbol AMZ63Z
Security 130513575
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Amazon.Com Rg, US0231351067
Underlying ISIN US0231351067
Strike 230.00
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 26.40%
Premium p.a. 50.45%
Leverage 30.05
Implied volatility 33.01%
Moneyness out-of-the-money
Leverage 7.7890
Delta 0.2592
Gamma 0.0002
Theta -0.0007
Rho 0.0037
Vega 0.0074
Fair value 0.11
Intrinsic value n.a.
Break-even 236.22
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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