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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1338503936 Security: 133850393 Symbol: ABB7YZ Life cycle
Secondary market

Bid Price 0.16

Ask Price 0.17

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 27.06.2024 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 0.16 0.17
Volume 300'000.00 300'000.00
Date/time 27.06.24 17:15 27.06.24 17:15

Current data

Last price paid 0.16
Change -20.00% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

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

Performance

Perf. since issue +26.92%
Year to date (YTD) n.a.
1 month 0.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue47.97
Premium0.06%
Premium p.a.0.39%
Leverage19.53
Implied volatility0.21

Reference data

ISIN CH1338503936
Symbol ABB7YZ
Security 133850393
Exchange SIX Structured Products
Currency CHF
Expiry 23.08.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 52.00
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 6.07%
Premium p.a. 38.90%
Leverage 60.36
Implied volatility 20.77%
Moneyness out-of-the-money
Leverage 19.5274
Delta 0.3235
Gamma 0.0176
Theta -0.0027
Rho 0.0048
Vega 0.0141
Fair value 0.17
Intrinsic value n.a.
Break-even 52.83
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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