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ZKB Put Warrant auf
Amazon.com Inc

ISIN: CH1305139490 Security: 130513949 Symbol: AMZZ2Z Life cycle
Secondary market

Bid Price 0.30

Ask Price 0.31

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.02.2024
Key Information Document DE 22.02.2024
Key Information Document EN 22.02.2024
Key Information Document FR 22.02.2024
Key Information Document IT 22.02.2024

Price data

  Bid Ask
Price 0.30 0.31
Volume 175'000.00 175'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.30
Change -6.25% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date29.02.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -37.76%
Year to date (YTD) n.a.
1 month -14.29%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.49
Underlying price on issue171.41
Premium0.12%
Premium p.a.0.14%
Leverage3.83
Implied volatility0.35

Reference data

ISIN CH1305139490
Symbol AMZZ2Z
Security 130513949
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Amazon.Com Rg, US0231351067
Underlying ISIN US0231351067
Strike 180.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 22.02.2024

Key figures

Premium 11.68%
Premium p.a. 13.53%
Leverage 11.00
Implied volatility 34.68%
Moneyness out-of-the-money
Leverage 3.8268
Delta -0.3479
Gamma 0.0001
Theta -0.0004
Rho -0.0127
Vega 0.0115
Fair value 0.31
Intrinsic value n.a.
Break-even 163.20
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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