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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1338496149 Security: 133849614 Symbol: ABBB8Z 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) 28.05.2024 10:36:34

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 0.69 0.70
Volume 75'000.00 75'000.00
Date/time 28.05.24 10:36 28.05.24 10:36

Current data

Last price paid 0.67
Change +8.06% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date13.05.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +95.71%
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 price0.35
Underlying price on issue44.85
Premium0.11%
Premium p.a.0.10%
Leverage6.63
Implied volatility0.22

Reference data

ISIN CH1338496149
Symbol ABBB8Z
Security 133849614
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
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 11.16%
Premium p.a. 10.27%
Leverage 14.56
Implied volatility 21.64%
Moneyness out-of-the-money
Leverage 6.6346
Delta 0.4557
Gamma 0.0070
Theta -0.0010
Rho 0.0372
Vega 0.0406
Fair value 0.69
Intrinsic value n.a.
Break-even 55.43
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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