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ZKB Call Warrant auf 2024-20.09.2024 ABB Ltd
ABB Ltd

ISIN: CH1338508034 Security: 133850803 Symbol: ABB2LZ Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

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 0.06 0.07
Volume 775'000.00 400'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.07
Change -6.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date11.06.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -18.75%
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 price0.08
Underlying price on issue49.30
Premium0.13%
Premium p.a.0.53%
Leverage20.59
Implied volatility0.20

Reference data

ISIN CH1338508034
Symbol ABB2LZ
Security 133850803
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 56.00
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 13.42%
Premium p.a. 52.67%
Leverage 152.80
Implied volatility 19.96%
Moneyness out-of-the-money
Leverage 20.5903
Delta 0.1348
Gamma 0.0087
Theta -0.0012
Rho 0.0032
Vega 0.0108
Fair value 0.07
Intrinsic value n.a.
Break-even 56.33
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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