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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1305138799 Security: 130513879 Symbol: ABB1JZ Life cycle
Secondary market

Bid Price 1.25

Ask Price 1.26

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 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 1.25 1.26
Volume 50'000.00 50'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 1.26
Change -3.08% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date28.02.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +167.02%
Year to date (YTD) n.a.
1 month +100.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.47
Underlying price on issue40.14
Premium0.06%
Premium p.a.0.05%
Leverage4.89
Implied volatility0.24

Reference data

ISIN CH1305138799
Symbol ABB1JZ
Security 130513879
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 44.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 21.02.2024

Key figures

Premium 6.04%
Premium p.a. 5.42%
Leverage 7.56
Implied volatility 24.06%
Moneyness in-the-money
Leverage 4.8934
Delta 0.6477
Gamma 0.0062
Theta -0.0010
Rho 0.0455
Vega 0.0362
Fair value 0.57
Intrinsic value n.a.
Break-even 50.28
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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