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ZKB Call Warrant auf
ams-OSRAM AG

ISIN: CH1305140761 Security: 130514076 Symbol: AMS6WZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

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 29.02.2024
Key Information Document DE 29.02.2024
Key Information Document EN 29.02.2024
Key Information Document FR 29.02.2024
Key Information Document IT 29.02.2024

Price data

  Bid Ask
Price 0.035 0.045
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 +16.67% [ +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 date07.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -33.33%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue1.30
Premium0.09%
Premium p.a.0.76%
Leverage4.40
Implied volatility0.86

Reference data

ISIN CH1305140761
Symbol AMS6WZ
Security 130514076
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ams-OSRAM N, AT0000A18XM4
Underlying ISIN AT0000A18XM4
Strike 1.30
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 29.02.2024

Key figures

Premium 8.74%
Premium p.a. 75.91%
Leverage 6.90
Implied volatility 86.33%
Moneyness in-the-money
Leverage 4.4045
Delta 0.6386
Gamma 0.1855
Theta -0.0004
Rho 0.0002
Vega 0.0004
Fair value 0.02
Intrinsic value n.a.
Break-even 1.50
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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