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ZKB Call Warrant auf
Anheuser-Busch InBev SA/NV

ISIN: CH1305142569 Security: 130514256 Symbol: ABIG8Z Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

Date/time (delayed) 17.06.2024 09:42:36

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 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 17.06.24 09:42 17.06.24 09:42

Current data

Last price paid 0.07
Change -6.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -35.00%
Year to date (YTD) n.a.
1 month -53.33%
3 months -30.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue55.27
Premium0.18%
Premium p.a.0.33%
Leverage10.62
Implied volatility0.23

Reference data

ISIN CH1305142569
Symbol ABIG8Z
Security 130514256
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
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 05.03.2024

Key figures

Premium 17.77%
Premium p.a. 32.92%
Leverage 40.76
Implied volatility 23.05%
Moneyness out-of-the-money
Leverage 10.6165
Delta 0.2605
Gamma 0.0018
Theta -0.0004
Rho 0.0034
Vega 0.0063
Fair value 0.07
Intrinsic value n.a.
Break-even 65.36
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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