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ABB Ltd

ISIN: CH1281051701 Security: 128105170 Symbol: ABB0VZ Life cycle
Secondary market

Bid Price 2.11

Ask Price 2.12

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 12.12.2023
Key Information Document DE 12.12.2023
Key Information Document EN 12.12.2023
Key Information Document FR 12.12.2023
Key Information Document IT 12.12.2023

Price data

  Bid Ask
Price 2.11 2.12
Volume 25'000.00 25'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 2.12
Change -2.75% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +428.75%
Year to date (YTD) +417.07%
1 month +96.30%
3 months +194.44%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.40
Underlying price on issue36.74
Premium0.00%
Premium p.a.0.03%
Leverage4.32
Implied volatility0.43

Reference data

ISIN CH1281051701
Symbol ABB0VZ
Security 128105170
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 37.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 12.12.2023

Key figures

Premium 0.35%
Premium p.a. 3.02%
Leverage 4.48
Implied volatility 42.65%
Moneyness in-the-money
Leverage 4.3206
Delta 0.9637
Gamma 0.0023
Theta -0.0016
Rho 0.0081
Vega 0.0026
Fair value 0.03
Intrinsic value n.a.
Break-even 47.58
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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