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ZKB Put Warrant auf
ams-OSRAM AG

ISIN: CH1281048343 Security: 128104834 Symbol: AMSBPZ Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.13 0.14
Volume 400'000.00 400'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.14
Change -6.67% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +68.75%
Year to date (YTD) +86.67%
1 month n.a.
3 months +154.55%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue2.08
Premium0.04%
Premium p.a.0.34%
Leverage1.59
Implied volatility1.14

Reference data

ISIN CH1281048343
Symbol AMSBPZ
Security 128104834
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ams-OSRAM N, AT0000A18XM4
Underlying ISIN AT0000A18XM4
Strike 2.00
C/P type put
Subscription ratio 5.37
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5.3724
Value day 08.12.2023

Key figures

Premium 3.95%
Premium p.a. 34.33%
Leverage 2.04
Implied volatility 114.28%
Moneyness in-the-money
Leverage 1.5867
Delta -0.7764
Gamma 0.1118
Theta -0.0004
Rho -0.0004
Vega 0.0003
Fair value 0.01
Intrinsic value n.a.
Break-even 1.33
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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