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ZKB Call Warrant auf
ams-OSRAM AG

ISIN: CH1305140803 Security: 130514080 Symbol: AMSB6Z Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 11.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.02.2024
Key Information Document DE 29.02.2024
Key Information Document EN 29.02.2024
Key Information Document FR 29.02.2024
Key Information Document IT 29.02.2024

Price data

  Bid Ask
Price 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 11.07.24 17:15 11.07.24 17:15

Current data

Last price paid 0.045
Change +12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 05.07.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date07.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -10.00%
Year to date (YTD) n.a.
1 month n.a.
3 months +28.57%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue1.30
Premium0.36%
Premium p.a.0.73%
Leverage2.99
Implied volatility0.82

Reference data

ISIN CH1305140803
Symbol AMSB6Z
Security 130514080
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying ams-OSRAM N, AT0000A18XM4
Underlying ISIN AT0000A18XM4
Strike 1.60
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 35.64%
Premium p.a. 72.67%
Leverage 5.98
Implied volatility 82.48%
Moneyness out-of-the-money
Leverage 2.9916
Delta 0.5003
Gamma 0.1027
Theta -0.0002
Rho 0.0004
Vega 0.0008
Fair value 0.05
Intrinsic value n.a.
Break-even 1.82
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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