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ZKB Call Warrant auf
ABB Ltd

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

Bid Price 2.41

Ask Price 2.42

Currency CHF

Exchange SIX Structured Products

Volume 25'000.00

Volume 25'000.00

Date/time (delayed) 28.05.2024 09:08:37

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 2.41 2.42
Volume 25'000.00 25'000.00
Date/time 28.05.24 09:08 28.05.24 09:08

Current data

Last price paid 2.36
Change +3.51% [ +0.08 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 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 +716.67%
Year to date (YTD) n.a.
1 month +47.50%
3 months +165.17%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.57
Underlying price on issue36.35
Premium0.27%
Premium p.a.0.16%
Leverage1.63
Implied volatility0.84

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 27.01%
Premium p.a. 16.03%
Leverage 2.14
Implied volatility 84.50%
Moneyness in-the-money
Leverage 1.6297
Delta 0.7614
Gamma 0.0011
Theta -0.0026
Rho 0.0443
Vega 0.0379
Fair value 2.69
Intrinsic value n.a.
Break-even 63.27
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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