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ZKB Call Warrant auf
ams-OSRAM AG

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

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 14.06.2024 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 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.065
Change -13.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 17:20

Life cycle

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

Performance

Perf. since issue +50.00%
Year to date (YTD) n.a.
1 month +18.18%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.04
Underlying price on issue1.06
Premium0.41%
Premium p.a.0.52%
Leverage2.40
Implied volatility0.83

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 41.23%
Premium p.a. 52.44%
Leverage 4.25
Implied volatility 82.99%
Moneyness out-of-the-money
Leverage 2.4000
Delta 0.5649
Gamma 0.0839
Theta -0.0001
Rho 0.0007
Vega 0.0009
Fair value 0.06
Intrinsic value n.a.
Break-even 1.80
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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