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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1338503944 Security: 133850394 Symbol: ABBZ2Z Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 27.09.2024 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 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 27.09.24 17:15 27.09.24 17:15

Current data

Last price paid 0.04
Change +33.33% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.09.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date29.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -50.00%
Year to date (YTD) n.a.
1 month n.a.
3 months -52.94%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue47.97
Premium0.22%
Premium p.a.0.79%
Leverage18.49
Implied volatility0.24

Reference data

ISIN CH1338503944
Symbol ABBZ2Z
Security 133850394
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 21.94%
Premium p.a. 79.28%
Leverage 246.85
Implied volatility 24.21%
Moneyness out-of-the-money
Leverage 18.4855
Delta 0.0749
Gamma 0.0045
Theta -0.0009
Rho 0.0019
Vega 0.0073
Fair value 0.04
Intrinsic value n.a.
Break-even 60.20
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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