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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1305145133 Security: 130514513 Symbol: ABBDEZ Life cycle
redeemed

Bid Price 0.61

Ask Price 0.63

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 17.05.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.03.2024
Key Information Document DE 18.03.2024
Key Information Document EN 18.03.2024
Key Information Document FR 18.03.2024
Key Information Document IT 18.03.2024

Price data

  Bid Ask
Price 0.61 0.63
Volume 100'000.00 100'000.00
Date/time 17.05.24 12:00 17.05.24 12:00

Current data

Last price paid 0.63
Change -17.11% [ -0.13 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 12:05

Life cycle

Fixing17.05.2024
Settlement date25.03.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue +416.67%
Year to date (YTD) n.a.
1 month +641.18%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue42.40
Premium0.00%
Premium p.a.0.02%
Leverage14.84
Implied volatility0.20

Reference data

ISIN CH1305145133
Symbol ABBDEZ
Security 130514513
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 44.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 18.03.2024

Key figures

Premium 0.06%
Premium p.a. 2.33%
Leverage 15.18
Implied volatility 20.37%
Moneyness in-the-money
Leverage 14.8378
Delta 0.9772
Gamma 0.0066
Theta -0.0011
Rho 0.0024
Vega 0.0008
Fair value 0.01
Intrinsic value n.a.
Break-even 47.10
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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