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ZKB Put Warrant auf
ams-OSRAM AG

ISIN: CH1268376261 Security: 126837626 Symbol: AMSFTZ Life cycle
Secondary market

Bid Price 0.35

Ask Price 0.36

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.11.2023
Key Information Document DE 22.11.2023
Key Information Document EN 22.11.2023
Key Information Document FR 22.11.2023
Key Information Document IT 22.11.2023

Price data

  Bid Ask
Price 0.35 0.36
Volume 150'000.00 150'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.35
Change -2.78% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +153.57%
Year to date (YTD) +59.09%
1 month -20.45%
3 months +52.17%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue6.38
Premiumn.a.
Premium p.a.n.a.
Leveragen.a.
Implied volatilityn.a.

Reference data

ISIN CH1268376261
Symbol AMSFTZ
Security 126837626
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ams-OSRAM N, AT0000A18XM4
Underlying ISIN AT0000A18XM4
Strike 3.22
C/P type put
Subscription ratio 5.37
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5.372416
Value day 30.06.2023

Key figures

Premium n.a.
Premium p.a. n.a.
Leverage 0.39
Implied volatility n.a.
Moneyness in-the-money
Leverage n.a.
Delta n.a.
Gamma n.a.
Theta n.a.
Rho n.a.
Vega n.a.
Fair value -0.11
Intrinsic value n.a.
Break-even n.a.
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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