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ZKB Put Warrant auf
Amazon.com Inc

ISIN: CH1305139458 Security: 130513945 Symbol: AMZ2MZ Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 31.05.2024 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 0.17 0.18
Volume 300'000.00 300'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.17
Change +30.77% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date29.02.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -39.66%
Year to date (YTD) n.a.
1 month -15.00%
3 months -26.09%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue171.41
Premium0.08%
Premium p.a.0.25%
Leverage6.71
Implied volatility0.34

Reference data

ISIN CH1305139458
Symbol AMZ2MZ
Security 130513945
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Amazon.Com Rg, US0231351067
Underlying ISIN US0231351067
Strike 170.00
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 8.16%
Premium p.a. 25.04%
Leverage 18.02
Implied volatility 33.79%
Moneyness out-of-the-money
Leverage 6.7097
Delta -0.3723
Gamma 0.0002
Theta -0.0008
Rho -0.0044
Vega 0.0068
Fair value 0.18
Intrinsic value n.a.
Break-even 160.31
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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