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ZKB Put Warrant auf
Amazon.com Inc

ISIN: CH1305139433 Security: 130513943 Symbol: AMZFZZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

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 22.02.2024
Key Information Document DE 22.02.2024
Key Information Document EN 22.02.2024
Key Information Document FR 22.02.2024
Key Information Document IT 22.02.2024

Price data

  Bid Ask
Price 0.025 0.035
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 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date29.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -86.36%
Year to date (YTD) n.a.
1 month -65.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue171.41
Premium0.09%
Premium p.a.0.76%
Leverage18.83
Implied volatility0.28

Reference data

ISIN CH1305139433
Symbol AMZFZZ
Security 130513943
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Amazon.Com Rg, US0231351067
Underlying ISIN US0231351067
Strike 170.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 22.02.2024

Key figures

Premium 8.69%
Premium p.a. 75.55%
Leverage 111.60
Implied volatility 28.17%
Moneyness out-of-the-money
Leverage 18.8333
Delta -0.1688
Gamma 0.0003
Theta -0.0009
Rho -0.0007
Vega 0.0029
Fair value 0.03
Intrinsic value n.a.
Break-even 168.35
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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