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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1338496156 Security: 133849615 Symbol: ABBV5Z Life cycle
Secondary market

Bid Price 0.82

Ask Price 0.83

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 03.05.2024
Key Information Document DE 03.05.2024
Key Information Document EN 03.05.2024
Key Information Document FR 03.05.2024
Key Information Document IT 03.05.2024

Price data

  Bid Ask
Price 0.82 0.83
Volume 75'000.00 75'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.83
Change -1.19% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing19.12.2025
Settlement date13.05.2024
Last trading19.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue +61.76%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.51
Underlying price on issue44.84
Premium0.14%
Premium p.a.0.08%
Leverage5.64
Implied volatility0.21

Reference data

ISIN CH1338496156
Symbol ABBV5Z
Security 133849615
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
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 03.05.2024

Key figures

Premium 13.61%
Premium p.a. 8.30%
Leverage 11.98
Implied volatility 21.04%
Moneyness out-of-the-money
Leverage 5.6399
Delta 0.4709
Gamma 0.0060
Theta -0.0009
Rho 0.0566
Vega 0.0491
Fair value 0.83
Intrinsic value n.a.
Break-even 56.13
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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