Inhaltsseite: Home

ZKB Put Warrant auf
Amazon.com Inc

ISIN: CH1305139458 Security: 130513945 Symbol: AMZ2MZ Life cycle
redeemed

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.09.2024 12:00:00

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.09.2024 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 -96.55%
Year to date (YTD) n.a.
1 month -78.57%
3 months -86.36%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue171.41
Premium0.11%
Premium p.a.5.62%
Leverage26.17
Implied volatility0.59

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 10.78%
Premium p.a. 561.86%
Leverage 322.24
Implied volatility 59.19%
Moneyness out-of-the-money
Leverage 26.1711
Delta -0.0812
Gamma 0.0002
Theta -0.0027
Rho -0.0001
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 169.41
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading