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ZKB Call Warrant auf
Amazon.com Inc

ISIN: CH1305135712 Security: 130513571 Symbol: AMZF8Z Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 21.05.2024 09:04:25

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 0.26 0.27
Volume 200'000.00 200'000.00
Date/time 21.05.24 09:04 21.05.24 09:04

Current data

Last price paid 0.28
Change -3.45% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date12.02.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -5.36%
Year to date (YTD) n.a.
1 month -15.15%
3 months +21.74%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue170.60
Premium0.09%
Premium p.a.0.25%
Leverage7.07
Implied volatility0.31

Reference data

ISIN CH1305135712
Symbol AMZF8Z
Security 130513571
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Amazon.Com Rg, US0231351067
Underlying ISIN US0231351067
Strike 185.00
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 8.73%
Premium p.a. 24.70%
Leverage 12.61
Implied volatility 31.24%
Moneyness out-of-the-money
Leverage 7.0720
Delta 0.5610
Gamma 0.0003
Theta -0.0012
Rho 0.0057
Vega 0.0078
Fair value 0.27
Intrinsic value n.a.
Break-even 199.56
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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