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ZKB Call Warrant auf
Amazon.com Inc

ISIN: CH1305135688 Security: 130513568 Symbol: AMZ6UZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -83.33%
Year to date (YTD) n.a.
1 month -71.43%
3 months -77.78%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue170.60
Premium0.15%
Premium p.a.1.96%
Leverage21.82
Implied volatility0.36

Reference data

ISIN CH1305135688
Symbol AMZ6UZ
Security 130513568
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 15.06%
Premium p.a. 196.35%
Leverage 210.17
Implied volatility 36.29%
Moneyness out-of-the-money
Leverage 21.8216
Delta 0.1038
Gamma 0.0002
Theta -0.0011
Rho 0.0002
Vega 0.0016
Fair value 0.02
Intrinsic value n.a.
Break-even 200.83
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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