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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1338504439 Security: 133850443 Symbol: ABBL7Z Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 11.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.05.2024
Key Information Document DE 22.05.2024
Key Information Document EN 22.05.2024
Key Information Document FR 22.05.2024
Key Information Document IT 22.05.2024

Price data

  Bid Ask
Price 0.23 0.24
Volume 225'000.00 225'000.00
Date/time 11.07.24 17:15 11.07.24 17:15

Current data

Last price paid 0.23
Change +4.55% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.07.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date29.05.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +23.68%
Year to date (YTD) n.a.
1 month -8.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue47.94
Premium0.20%
Premium p.a.0.21%
Leverage9.63
Implied volatility0.20

Reference data

ISIN CH1338504439
Symbol ABBL7Z
Security 133850443
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 60.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 22.05.2024

Key figures

Premium 20.33%
Premium p.a. 21.14%
Leverage 43.27
Implied volatility 20.10%
Moneyness out-of-the-money
Leverage 9.6285
Delta 0.2225
Gamma 0.0059
Theta -0.0008
Rho 0.0180
Vega 0.0295
Fair value 0.24
Intrinsic value n.a.
Break-even 61.18
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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