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ZKB Call Warrant auf
ams-OSRAM AG

ISIN: CH1305140795 Security: 130514079 Symbol: AMSIZZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 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 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.03
Change +20.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date07.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -12.50%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.04
Underlying price on issue1.30
Premium0.37%
Premium p.a.1.14%
Leverage3.52
Implied volatility0.88

Reference data

ISIN CH1305140795
Symbol AMSIZZ
Security 130514079
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying ams-OSRAM N, AT0000A18XM4
Underlying ISIN AT0000A18XM4
Strike 1.80
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 37.20%
Premium p.a. 114.10%
Leverage 8.23
Implied volatility 88.41%
Moneyness out-of-the-money
Leverage 3.5234
Delta 0.4283
Gamma 0.1080
Theta -0.0002
Rho 0.0003
Vega 0.0006
Fair value 0.04
Intrinsic value n.a.
Break-even 1.98
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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