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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1507487036 Security: 150748703 Symbol: ABB3OZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 30.01.2026
Key Information Document DE 30.01.2026
Key Information Document EN 30.01.2026

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -6.90% [ -0.08 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Initial fixing date30.01.2026
Settlement date06.02.2026
Last trading20.03.2026
Final fixing20.03.2026
Currency redemptionCHF

Performance

Perf. since issue +109.65%
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 price0.57
Underlying price on issue66.49
Premium0.01%
Premium p.a.0.14%
Leverage9.55
Implied volatility0.34

Reference data

ISIN CH1507487036
Symbol ABB3OZ
Security 150748703
Exchange SIX Structured Products
Currency CHF
Expiry 27.03.2026
Underlying ABB, CH0012221716
Underlying ISIN CH0012221716
Strike 66.00
C/P type call
Subscription ratio 5.00
Issuer Zuercher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 30.01.2026

Key figures

Premium 1.09%
Premium p.a. 14.20%
Leverage 11.92
Implied volatility 34.12%
Moneyness in-the-money
Leverage 9.5538
Delta 0.7989
Gamma 0.0083
Theta -0.0067
Rho 0.0078
Vega 0.0110
Fair value 0.15
Intrinsic value n.a.
Break-even 71.98
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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