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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1268389256 Security: 126838925 Symbol: ABBVFZ Life cycle
Secondary market

Bid Price 2.77

Ask Price 2.78

Currency CHF

Exchange SIX Structured Products

Volume 25'000.00

Volume 25'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 2.77 2.78
Volume 25'000.00 25'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 2.78
Change -1.77% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +478.13%
Year to date (YTD) +212.36%
1 month +60.69%
3 months +113.85%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.48
Underlying price on issue32.82
Premium0.01%
Premium p.a.0.03%
Leverage3.23
Implied volatility0.38

Reference data

ISIN CH1268389256
Symbol ABBVFZ
Security 126838925
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 34.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 19.09.2023

Key figures

Premium 0.98%
Premium p.a. 2.69%
Leverage 3.42
Implied volatility 37.72%
Moneyness in-the-money
Leverage 3.2290
Delta 0.9450
Gamma 0.0021
Theta -0.0012
Rho 0.0225
Vega 0.0064
Fair value 0.09
Intrinsic value n.a.
Break-even 47.88
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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