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ZKB Call Warrant auf
Anheuser-Busch InBev SA/NV

ISIN: CH1305142551 Security: 130514255 Symbol: ABIPQZ Life cycle
Secondary market

Bid Price 0.075

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 675'000.00

Volume 350'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

Price data

  Bid Ask
Price 0.075 0.085
Volume 675'000.00 350'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.085
Change -5.56% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -20.00%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue55.27
Premium0.02%
Premium p.a.0.23%
Leverage21.62
Implied volatility0.19

Reference data

ISIN CH1305142551
Symbol ABIPQZ
Security 130514255
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying AB InBev, BE0974293251
Underlying ISIN BE0974293251
Strike 57.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 05.03.2024

Key figures

Premium 1.76%
Premium p.a. 22.91%
Leverage 35.29
Implied volatility 18.95%
Moneyness in-the-money
Leverage 21.6248
Delta 0.6127
Gamma 0.0064
Theta -0.0012
Rho 0.0013
Vega 0.0030
Fair value 0.05
Intrinsic value n.a.
Break-even 58.63
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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