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ZKB Call Warrant auf
Anheuser-Busch InBev SA/NV

ISIN: CH1268366585 Security: 126836658 Symbol: ABIR5Z Life cycle
Secondary market

Bid Price 0.004

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 13.06.2024 09:55:14

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.004 0.015
Volume 250'000.00 250'000.00
Date/time 13.06.24 09:55 13.06.24 09:55

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 10.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.69%
Year to date (YTD) -90.00%
1 month -76.92%
3 months -72.73%
1 year -89.29%
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue50.46
Premium0.06%
Premium p.a.1.53%
Leverage40.32
Implied volatility0.25

Reference data

ISIN CH1268366585
Symbol ABIR5Z
Security 126836658
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying AB InBev, BE0974293251
Underlying ISIN BE0974293251
Strike 60.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 02.06.2023

Key figures

Premium 6.28%
Premium p.a. 152.78%
Leverage 288.49
Implied volatility 24.88%
Moneyness out-of-the-money
Leverage 40.3247
Delta 0.1398
Gamma 0.0040
Theta -0.0010
Rho 0.0002
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 60.20
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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