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ZKB Call Warrant auf
ams-OSRAM AG

ISIN: CH1305146149 Security: 130514614 Symbol: AMSD8Z Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 27.09.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.03.2024
Key Information Document DE 19.03.2024
Key Information Document EN 19.03.2024
Key Information Document FR 19.03.2024
Key Information Document IT 19.03.2024

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 27.09.24 17:15 27.09.24 17:15

Current data

Last price paid 0.03
Change +50.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume 50'000.00 Unit
Date/time 26.09.2024 17:15

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -25.00%
Year to date (YTD) n.a.
1 month n.a.
3 months -45.45%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.04
Underlying price on issue1.06
Premium0.40%
Premium p.a.0.80%
Leverage3.38
Implied volatility0.75

Reference data

ISIN CH1305146149
Symbol AMSD8Z
Security 130514614
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying ams-OSRAM N, AT0000A18XM4
Underlying ISIN AT0000A18XM4
Strike 1.50
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 19.03.2024

Key figures

Premium 40.07%
Premium p.a. 80.36%
Leverage 7.85
Implied volatility 75.38%
Moneyness out-of-the-money
Leverage 3.3797
Delta 0.4304
Gamma 0.1253
Theta -0.0001
Rho 0.0004
Vega 0.0007
Fair value 0.03
Intrinsic value n.a.
Break-even 1.65
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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