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ZKB Call Warrant auf
ams-OSRAM AG

ISIN: CH1281050398 Security: 128105039 Symbol: AMSR8Z Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.03.2024 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 -87.50%
Year to date (YTD) -82.35%
1 month -80.00%
3 months -81.25%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue2.09
Premium0.63%
Premium p.a.5.48%
Leverage5.18
Implied volatility1.25

Reference data

ISIN CH1281050398
Symbol AMSR8Z
Security 128105039
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ams-OSRAM N, AT0000A18XM4
Underlying ISIN AT0000A18XM4
Strike 2.20
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 63.10%
Premium p.a. 548.39%
Leverage 27.59
Implied volatility 124.83%
Moneyness out-of-the-money
Leverage 5.1771
Delta 0.1876
Gamma 0.0922
Theta -0.0004
Rho 0.0000
Vega 0.0003
Fair value 0.01
Intrinsic value n.a.
Break-even 2.25
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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