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ZKB Call Warrant auf 2024-19.07.2024 ABB Ltd
ABB Ltd

ISIN: CH1338508026 Security: 133850802 Symbol: ABB82Z Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 26.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.06.2024
Key Information Document DE 04.06.2024
Key Information Document EN 04.06.2024
Key Information Document FR 04.06.2024
Key Information Document IT 04.06.2024

Price data

  Bid Ask
Price 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.11
Change -21.43% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

Fixing19.07.2024
Settlement date11.06.2024
Last trading19.07.2024
Final fixing19.07.2024
Currency redemptionCHF

Performance

Perf. since issue -12.50%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue49.30
Premium0.06%
Premium p.a.0.70%
Leverage25.14
Implied volatility0.24

Reference data

ISIN CH1338508026
Symbol ABB82Z
Security 133850802
Exchange SIX Structured Products
Currency CHF
Expiry 26.07.2024
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 04.06.2024

Key figures

Premium 5.77%
Premium p.a. 70.19%
Leverage 94.59
Implied volatility 23.66%
Moneyness out-of-the-money
Leverage 25.1409
Delta 0.2658
Gamma 0.0194
Theta -0.0038
Rho 0.0021
Vega 0.0093
Fair value 0.11
Intrinsic value n.a.
Break-even 52.53
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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