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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1305145166 Security: 130514516 Symbol: ABBSBZ 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) 28.05.2024 05:15:01

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 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.39
Change -4.88% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date25.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +327.78%
Year to date (YTD) n.a.
1 month +225.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue42.39
Premium0.05%
Premium p.a.0.14%
Leverage13.10
Implied volatility0.17

Reference data

ISIN CH1305145166
Symbol ABBSBZ
Security 130514516
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 50.00
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 4.69%
Premium p.a. 14.02%
Leverage 25.77
Implied volatility 17.45%
Moneyness out-of-the-money
Leverage 13.0959
Delta 0.5082
Gamma 0.0159
Theta -0.0018
Rho 0.0156
Vega 0.0229
Fair value 0.39
Intrinsic value n.a.
Break-even 51.92
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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