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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1305151446 Security: 130515144 Symbol: ABBOQZ Life cycle
Secondary market

Bid Price 1.38

Ask Price 1.39

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 29.05.2024 10:44:20

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.04.2024
Key Information Document DE 11.04.2024
Key Information Document EN 11.04.2024
Key Information Document FR 11.04.2024
Key Information Document IT 11.04.2024

Price data

  Bid Ask
Price 1.38 1.39
Volume 50'000.00 50'000.00
Date/time 29.05.24 10:44 29.05.24 10:44

Current data

Last price paid 1.34
Change -2.90% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +405.56%
Year to date (YTD) n.a.
1 month +148.15%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue42.21
Premium0.00%
Premium p.a.0.04%
Leverage6.84
Implied volatility0.33

Reference data

ISIN CH1305151446
Symbol ABBOQZ
Security 130515144
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 43.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 11.04.2024

Key figures

Premium 0.35%
Premium p.a. 4.29%
Leverage 7.27
Implied volatility 33.33%
Moneyness in-the-money
Leverage 6.8446
Delta 0.9409
Gamma 0.0049
Theta -0.0021
Rho 0.0066
Vega 0.0033
Fair value 0.04
Intrinsic value n.a.
Break-even 49.83
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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