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ZKB Call Warrant auf
ams-OSRAM AG

ISIN: CH1281050414 Security: 128105041 Symbol: AMSPZZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 24.05.2024 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 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.03.2024 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 -62.50%
Year to date (YTD) -55.56%
1 month -33.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.04
Underlying price on issue2.09
Premium1.23%
Premium p.a.12.85%
Leverage3.61
Implied volatility2.12

Reference data

ISIN CH1281050414
Symbol AMSPZZ
Security 128105041
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ams-OSRAM N, AT0000A18XM4
Underlying ISIN AT0000A18XM4
Strike 3.00
C/P type call
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 123.23%
Premium p.a. 1285.12%
Leverage 18.37
Implied volatility 212.30%
Moneyness out-of-the-money
Leverage 3.6145
Delta 0.1968
Gamma 0.0612
Theta -0.0007
Rho 0.0000
Vega 0.0002
Fair value 0.02
Intrinsic value n.a.
Break-even 3.08
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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