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ZKB Call Warrant auf
Anheuser-Busch InBev SA/NV

ISIN: CH1268366585 Security: 126836658 Symbol: ABIR5Z Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.07
Change -22.22% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -46.15%
Year to date (YTD) -53.33%
1 month +133.33%
3 months -36.36%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue50.46
Premium0.02%
Premium p.a.0.24%
Leverage22.97
Implied volatility0.17

Reference data

ISIN CH1268366585
Symbol ABIR5Z
Security 126836658
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying AB InBev, BE0974293251
Underlying ISIN BE0974293251
Strike 60.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 02.06.2023

Key figures

Premium 2.32%
Premium p.a. 24.17%
Leverage 42.53
Implied volatility 17.40%
Moneyness in-the-money
Leverage 22.9686
Delta 0.5400
Gamma 0.0062
Theta -0.0011
Rho 0.0015
Vega 0.0037
Fair value 0.07
Intrinsic value n.a.
Break-even 61.41
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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