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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1250729212 Security: 125072921 Symbol: ABBFDZ Life cycle
Secondary market

Bid Price 2.04

Ask Price 2.05

Currency CHF

Exchange SIX Structured Products

Volume 25'000.00

Volume 25'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.05.2023
Key Information Document DE 04.05.2023
Key Information Document EN 04.05.2023
Key Information Document FR 04.05.2023
Key Information Document IT 04.05.2023

Price data

  Bid Ask
Price 2.04 2.05
Volume 25'000.00 25'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 2.05
Change -0.97% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date11.05.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +752.08%
Year to date (YTD) +454.05%
1 month +55.30%
3 months +230.65%
1 year +561.29%
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue31.99
Premium0.02%
Premium p.a.0.03%
Leverage4.36
Implied volatility0.23

Reference data

ISIN CH1250729212
Symbol ABBFDZ
Security 125072921
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 40.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 04.05.2023

Key figures

Premium 1.67%
Premium p.a. 2.77%
Leverage 4.83
Implied volatility 23.49%
Moneyness in-the-money
Leverage 4.3642
Delta 0.9033
Gamma 0.0038
Theta -0.0010
Rho 0.0415
Vega 0.0131
Fair value 0.17
Intrinsic value n.a.
Break-even 50.23
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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