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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1338501138 Security: 133850113 Symbol: ABBZQZ Life cycle
redeemed

Bid Price 0.15

Ask Price 0.17

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.05.2024
Key Information Document DE 13.05.2024
Key Information Document EN 13.05.2024
Key Information Document FR 13.05.2024
Key Information Document IT 13.05.2024

Price data

  Bid Ask
Price 0.15 0.17
Volume 350'000.00 350'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.17
Change -63.83% [ -0.30 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 12:05

Life cycle

Fixing21.06.2024
Settlement date21.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +33.33%
Year to date (YTD) n.a.
1 month +13.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue47.31
Premium0.00%
Premium p.a.0.15%
Leverage47.10
Implied volatility0.14

Reference data

ISIN CH1338501138
Symbol ABBZQZ
Security 133850113
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 49.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 13.05.2024

Key figures

Premium 0.28%
Premium p.a. 14.70%
Leverage 62.08
Implied volatility 13.56%
Moneyness in-the-money
Leverage 47.1006
Delta 0.7588
Gamma 0.0646
Theta -0.0044
Rho 0.0014
Vega 0.0042
Fair value 0.03
Intrinsic value n.a.
Break-even 49.80
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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