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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1305145174 Security: 130514517 Symbol: ABB5YZ Life cycle
Secondary market

Bid Price 0.38

Ask Price 0.39

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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

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 0.38 0.39
Volume 150'000.00 150'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.39
Change -2.50% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date25.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +250.00%
Year to date (YTD) n.a.
1 month +129.41%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue42.39
Premium0.09%
Premium p.a.0.15%
Leverage10.57
Implied volatility0.18

Reference data

ISIN CH1305145174
Symbol ABB5YZ
Security 130514517
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 52.00
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 9.16%
Premium p.a. 15.20%
Leverage 25.66
Implied volatility 18.28%
Moneyness out-of-the-money
Leverage 10.5710
Delta 0.4119
Gamma 0.0111
Theta -0.0014
Rho 0.0222
Vega 0.0298
Fair value 0.39
Intrinsic value n.a.
Break-even 53.92
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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