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ABB Ltd

ISIN: CH1281047915 Security: 128104791 Symbol: ABBPEZ Life cycle
Secondary market

Bid Price 2.04

Ask Price 2.05

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 07.12.2023
Key Information Document DE 07.12.2023
Key Information Document EN 07.12.2023
Key Information Document FR 07.12.2023
Key Information Document IT 07.12.2023

Price data

  Bid Ask
Price 2.04 2.05
Volume 25'000.00 25'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 2.05
Change -2.84% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date14.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +398.78%
Year to date (YTD) +286.79%
1 month +79.82%
3 months +153.09%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue35.50
Premium0.02%
Premium p.a.0.03%
Leverage4.20
Implied volatility0.24

Reference data

ISIN CH1281047915
Symbol ABBPEZ
Security 128104791
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 38.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 07.12.2023

Key figures

Premium 1.72%
Premium p.a. 2.68%
Leverage 4.64
Implied volatility 23.60%
Moneyness in-the-money
Leverage 4.2030
Delta 0.9065
Gamma 0.0037
Theta -0.0009
Rho 0.0420
Vega 0.0127
Fair value 0.16
Intrinsic value n.a.
Break-even 48.23
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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