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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1371022828 Security: 137102282 Symbol: ABB6IZ Life cycle
Secondary market

Bid Price 0.33

Ask Price 0.34

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 12.09.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.09.2024
Key Information Document DE 06.09.2024
Key Information Document EN 06.09.2024

Price data

  Bid Ask
Price 0.33 0.34
Volume 175'000.00 175'000.00
Date/time 12.09.24 17:15 12.09.24 17:15

Current data

Last price paid 0.33
Change +26.92% [ +0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 12.09.2024 17:20

Life cycle

Fixing18.10.2024
Settlement date13.09.2024
Last trading18.10.2024
Final fixing18.10.2024
Currency redemptionCHF

Performance

Perf. since issue +24.07%
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 price0.27
Underlying price on issue46.07
Premium0.04%
Premium p.a.0.33%
Leverage14.31
Implied volatility0.27

Reference data

ISIN CH1371022828
Symbol ABB6IZ
Security 137102282
Exchange SIX Structured Products
Currency CHF
Expiry 25.10.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 47.00
C/P type call
Subscription ratio 5.00
Issuer Zuercher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 06.09.2024

Key figures

Premium 3.87%
Premium p.a. 32.88%
Leverage 27.98
Implied volatility 26.66%
Moneyness out-of-the-money
Leverage 14.3050
Delta 0.5113
Gamma 0.0186
Theta -0.0041
Rho 0.0053
Vega 0.0128
Fair value 0.34
Intrinsic value n.a.
Break-even 48.67
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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