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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1305152113 Security: 130515211 Symbol: ABBVWZ Life cycle
Secondary market

Bid Price 0.69

Ask Price 0.70

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 26.06.2024 09:47:33

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 17.04.2024
Key Information Document DE 17.04.2024
Key Information Document EN 17.04.2024
Key Information Document FR 17.04.2024
Key Information Document IT 17.04.2024

Price data

  Bid Ask
Price 0.69 0.70
Volume 75'000.00 75'000.00
Date/time 26.06.24 09:47 26.06.24 09:47

Current data

Last price paid 0.64
Change -11.11% [ -0.08 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date24.04.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +426.92%
Year to date (YTD) n.a.
1 month +8.47%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue41.94
Premium0.03%
Premium p.a.0.11%
Leverage9.93
Implied volatility0.22

Reference data

ISIN CH1305152113
Symbol ABBVWZ
Security 130515211
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 48.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 17.04.2024

Key figures

Premium 2.77%
Premium p.a. 10.86%
Leverage 14.61
Implied volatility 21.71%
Moneyness in-the-money
Leverage 9.9323
Delta 0.6798
Gamma 0.0130
Theta -0.0024
Rho 0.0156
Vega 0.0181
Fair value 0.28
Intrinsic value n.a.
Break-even 51.43
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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