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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1281051719 Security: 128105171 Symbol: ABBFLZ Life cycle
Secondary market

Bid Price 0.87

Ask Price 0.88

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.12.2023
Key Information Document DE 12.12.2023
Key Information Document EN 12.12.2023
Key Information Document FR 12.12.2023
Key Information Document IT 12.12.2023

Price data

  Bid Ask
Price 0.87 0.88
Volume 75'000.00 75'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.88
Change -1.12% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date19.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +872.22%
Year to date (YTD) +1000.00%
1 month +131.58%
3 months +700.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue36.74
Premium0.02%
Premium p.a.0.06%
Leverage8.73
Implied volatility0.19

Reference data

ISIN CH1281051719
Symbol ABBFLZ
Security 128105171
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 46.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 12.12.2023

Key figures

Premium 1.97%
Premium p.a. 6.05%
Leverage 11.29
Implied volatility 19.20%
Moneyness in-the-money
Leverage 8.7284
Delta 0.7730
Gamma 0.0111
Theta -0.0017
Rho 0.0221
Vega 0.0170
Fair value 0.20
Intrinsic value n.a.
Break-even 50.38
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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