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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1305138724 Security: 130513872 Symbol: ABB5WZ Life cycle
Secondary market

Bid Price 0.91

Ask Price 0.92

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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 0.91 0.92
Volume 75'000.00 75'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.92
Change -5.15% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.02.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +357.50%
Year to date (YTD) n.a.
1 month +217.24%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue40.14
Premium0.02%
Premium p.a.0.07%
Leverage7.84
Implied volatility0.21

Reference data

ISIN CH1305138724
Symbol ABB5WZ
Security 130513872
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 2.46%
Premium p.a. 6.74%
Leverage 10.36
Implied volatility 20.97%
Moneyness in-the-money
Leverage 7.8432
Delta 0.7569
Gamma 0.0104
Theta -0.0017
Rho 0.0228
Vega 0.0179
Fair value 0.23
Intrinsic value n.a.
Break-even 48.58
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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