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ZKB Call Warrant auf
Amazon.com Inc

ISIN: CH1305141249 Security: 130514124 Symbol: AMZX0Z Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 21.06.2024 05:15:01

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 0.07 0.08
Volume 775'000.00 400'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.07
Change +7.69% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date11.03.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -31.82%
Year to date (YTD) n.a.
1 month +7.69%
3 months -17.65%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue178.28
Premium0.35%
Premium p.a.0.59%
Leverage8.25
Implied volatility0.32

Reference data

ISIN CH1305141249
Symbol AMZX0Z
Security 130514124
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Amazon.Com Rg, US0231351067
Underlying ISIN US0231351067
Strike 250.00
C/P type call
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 35.46%
Premium p.a. 58.84%
Leverage 44.71
Implied volatility 31.94%
Moneyness out-of-the-money
Leverage 8.2531
Delta 0.1846
Gamma 0.0001
Theta -0.0006
Rho 0.0033
Vega 0.0069
Fair value 0.08
Intrinsic value n.a.
Break-even 254.20
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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