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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1338496099 Security: 133849609 Symbol: ABB38Z Life cycle
Secondary market

Bid Price 0.79

Ask Price 0.80

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 28.05.2024 04:30:29

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 0.79 0.80
Volume 75'000.00 75'000.00
Date/time 28.05.24 16:30 28.05.24 16:30

Current data

Last price paid 0.85
Change 0.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing19.07.2024
Settlement date13.05.2024
Last trading19.07.2024
Final fixing19.07.2024
Currency redemptionCHF

Performance

Perf. since issue +201.92%
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 price0.26
Underlying price on issue44.85
Premium0.01%
Premium p.a.0.08%
Leverage10.07
Implied volatility0.22

Reference data

ISIN CH1338496099
Symbol ABB38Z
Security 133849609
Exchange SIX Structured Products
Currency CHF
Expiry 26.07.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 46.00
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 1.25%
Premium p.a. 7.72%
Leverage 12.56
Implied volatility 22.24%
Moneyness in-the-money
Leverage 10.0657
Delta 0.8012
Gamma 0.0126
Theta -0.0024
Rho 0.0115
Vega 0.0110
Fair value 0.12
Intrinsic value n.a.
Break-even 49.93
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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