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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1268389231 Security: 126838923 Symbol: ABB6WZ Life cycle
Secondary market

Bid Price 2.09

Ask Price 2.10

Currency CHF

Exchange SIX Structured Products

Volume 25'000.00

Volume 25'000.00

Date/time (delayed) 26.06.2024 09:56:26

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 2.09 2.10
Volume 25'000.00 25'000.00
Date/time 26.06.24 09:56 26.06.24 09:56

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +1203.13%
Year to date (YTD) +621.43%
1 month +4.12%
3 months +169.33%
1 year n.a.
3 years n.a.

Key figures on issue

Reference data

ISIN CH1268389231
Symbol ABB6WZ
Security 126838923
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 19.09.2023

Key figures

Premium 0.77%
Premium p.a. 3.02%
Leverage 4.80
Implied volatility 31.40%
Moneyness in-the-money
Leverage 4.4880
Delta 0.9350
Gamma 0.0032
Theta -0.0014
Rho 0.0185
Vega 0.0064
Fair value 0.08
Intrinsic value n.a.
Break-even 50.43
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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