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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1305151461 Security: 130515146 Symbol: ABB0EZ Life cycle
Secondary market

Bid Price 0.55

Ask Price 0.56

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 31.07.2024 03:30:15

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 0.55 0.56
Volume 100'000.00 100'000.00
Date/time 31.07.24 15:30 31.07.24 15:30

Current data

Last price paid 0.50
Change -5.66% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.07.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date18.04.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +126.00%
Year to date (YTD) n.a.
1 month -34.21%
3 months +31.58%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue42.21
Premium0.09%
Premium p.a.0.13%
Leverage7.87
Implied volatility0.23

Reference data

ISIN CH1305151461
Symbol ABB0EZ
Security 130515146
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
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 11.04.2024

Key figures

Premium 8.60%
Premium p.a. 13.09%
Leverage 17.22
Implied volatility 22.91%
Moneyness out-of-the-money
Leverage 7.8692
Delta 0.4570
Gamma 0.0088
Theta -0.0013
Rho 0.0220
Vega 0.0309
Fair value 0.57
Intrinsic value n.a.
Break-even 52.83
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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