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ZKB Put Warrant auf
Amazon.com Inc

ISIN: CH1268374274 Security: 126837427 Symbol: AMZNMZ 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 20.06.2023
Key Information Document DE 20.06.2023
Key Information Document EN 20.06.2023
Key Information Document FR 20.06.2023
Key Information Document IT 20.06.2023

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 10.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.31%
Year to date (YTD) -57.14%
1 month n.a.
3 months -50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue124.45
Premium0.46%
Premium p.a.4.00%
Leverage7.21
Implied volatility0.98

Reference data

ISIN CH1268374274
Symbol AMZNMZ
Security 126837427
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Amazon.Com Rg, US0231351067
Underlying ISIN US0231351067
Strike 100.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 20.06.2023

Key figures

Premium 46.06%
Premium p.a. 400.30%
Leverage 334.83
Implied volatility 98.10%
Moneyness out-of-the-money
Leverage 7.2126
Delta -0.0215
Gamma 0.0000
Theta -0.0007
Rho -0.0001
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 99.45
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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