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ZKB Call Warrant auf
Anheuser-Busch InBev SA/NV

ISIN: CH1268385999 Security: 126838599 Symbol: ABIMWZ 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) 17.06.2024 09:14:41

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.08.2023
Key Information Document DE 29.08.2023
Key Information Document EN 29.08.2023
Key Information Document FR 29.08.2023
Key Information Document IT 29.08.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.06.24 09:14 17.06.24 09:14

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 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date05.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -87.50%
Year to date (YTD) -80.00%
1 month n.a.
3 months -70.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue53.39
Premium0.16%
Premium p.a.4.11%
Leverage22.74
Implied volatility0.51

Reference data

ISIN CH1268385999
Symbol ABIMWZ
Security 126838599
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying AB InBev, BE0974293251
Underlying ISIN BE0974293251
Strike 64.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 29.08.2023

Key figures

Premium 15.78%
Premium p.a. 411.33%
Leverage 264.26
Implied volatility 51.09%
Moneyness out-of-the-money
Leverage 22.7371
Delta 0.0860
Gamma 0.0015
Theta -0.0015
Rho 0.0001
Vega 0.0008
Fair value 0.01
Intrinsic value n.a.
Break-even 64.21
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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