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ZKB Put Warrant auf
Amazon.com Inc

ISIN: CH1305141264 Security: 130514126 Symbol: AMZ01Z Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 03.06.2024 04:12:22

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.03.2024
Key Information Document DE 04.03.2024
Key Information Document EN 04.03.2024
Key Information Document FR 04.03.2024
Key Information Document IT 04.03.2024

Price data

  Bid Ask
Price 0.23 0.24
Volume 225'000.00 225'000.00
Date/time 03.06.24 16:12 03.06.24 16:12

Current data

Last price paid 0.25
Change +19.05% [ +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 date11.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -26.56%
Year to date (YTD) n.a.
1 month -10.71%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue178.28
Premium0.06%
Premium p.a.0.18%
Leverage6.24
Implied volatility0.33

Reference data

ISIN CH1305141264
Symbol AMZ01Z
Security 130514126
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Amazon.Com Rg, US0231351067
Underlying ISIN US0231351067
Strike 180.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 04.03.2024

Key figures

Premium 5.73%
Premium p.a. 18.02%
Leverage 13.53
Implied volatility 33.11%
Moneyness in-the-money
Leverage 6.2382
Delta -0.4612
Gamma 0.0003
Theta -0.0008
Rho -0.0054
Vega 0.0071
Fair value 0.18
Intrinsic value n.a.
Break-even 166.91
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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