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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1305130242 Security: 130513024 Symbol: ABBFBZ Life cycle
Secondary market

Bid Price 1.97

Ask Price 1.98

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.01.2024
Key Information Document DE 10.01.2024
Key Information Document EN 10.01.2024
Key Information Document FR 10.01.2024
Key Information Document IT 10.01.2024

Price data

  Bid Ask
Price 1.97 1.98
Volume 50'000.00 50'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 1.98
Change -1.98% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing19.12.2025
Settlement date17.01.2024
Last trading19.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue +246.49%
Year to date (YTD) n.a.
1 month +69.23%
3 months +127.59%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.57
Underlying price on issue36.35
Premium0.05%
Premium p.a.0.03%
Leverage3.58
Implied volatility0.25

Reference data

ISIN CH1305130242
Symbol ABBFBZ
Security 130513024
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 40.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 10.01.2024

Key figures

Premium 5.20%
Premium p.a. 3.14%
Leverage 4.80
Implied volatility 25.18%
Moneyness in-the-money
Leverage 3.5751
Delta 0.7446
Gamma 0.0042
Theta -0.0007
Rho 0.0705
Vega 0.0377
Fair value 0.49
Intrinsic value n.a.
Break-even 49.88
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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