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ZKB Call Warrant auf
ams-OSRAM AG

ISIN: CH1305140761 Security: 130514076 Symbol: AMS6WZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

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Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.001
Change -93.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume 20'000.00 Unit
Date/time 21.06.2024 12:00

Life cycle

Fixing21.06.2024
Settlement date07.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.83%
Year to date (YTD) n.a.
1 month -97.14%
3 months -96.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue1.30
Premium0.07%
Premium p.a.3.86%
Leverage15.13
Implied volatility0.76

Reference data

ISIN CH1305140761
Symbol AMS6WZ
Security 130514076
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ams-OSRAM N, AT0000A18XM4
Underlying ISIN AT0000A18XM4
Strike 1.30
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 29.02.2024

Key figures

Premium 7.40%
Premium p.a. 386.01%
Leverage 44.95
Implied volatility 76.28%
Moneyness out-of-the-money
Leverage 15.1252
Delta 0.3365
Gamma 0.5585
Theta -0.0007
Rho 0.0000
Vega 0.0001
Fair value 0.01
Intrinsic value n.a.
Break-even 1.33
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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