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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1338503928 Security: 133850392 Symbol: ABBKYZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

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 n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing16.08.2024
Settlement date29.05.2024
Last trading16.08.2024
Final fixing16.08.2024
Currency redemptionCHF

Performance

Perf. since issue -95.43%
Year to date (YTD) n.a.
1 month -98.08%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue47.97
Premium0.06%
Premium p.a.3.05%
Leverage64.30
Implied volatility0.27

Reference data

ISIN CH1338503928
Symbol ABBKYZ
Security 133850392
Exchange SIX Structured Products
Currency CHF
Expiry 23.08.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 50.00
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 5.84%
Premium p.a. 304.60%
Leverage 900.76
Implied volatility 26.69%
Moneyness out-of-the-money
Leverage 64.3049
Delta 0.0714
Gamma 0.0153
Theta -0.0032
Rho 0.0001
Vega 0.0017
Fair value 0.01
Intrinsic value n.a.
Break-even 50.05
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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