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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1305140514 Security: 130514051 Symbol: ABBNMZ Life cycle
Secondary market

Bid Price 0.99

Ask Price 1.00

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 26.02.2024
Key Information Document DE 26.02.2024
Key Information Document EN 26.02.2024
Key Information Document FR 26.02.2024
Key Information Document IT 26.02.2024

Price data

  Bid Ask
Price 0.99 1.00
Volume 75'000.00 75'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 1.00
Change -2.91% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing19.12.2025
Settlement date04.03.2024
Last trading19.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue +155.13%
Year to date (YTD) n.a.
1 month +104.08%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue40.30
Premium0.12%
Premium p.a.0.07%
Leverage5.02
Implied volatility0.22

Reference data

ISIN CH1305140514
Symbol ABBNMZ
Security 130514051
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 48.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 26.02.2024

Key figures

Premium 11.90%
Premium p.a. 7.11%
Leverage 9.52
Implied volatility 22.29%
Moneyness out-of-the-money
Leverage 5.0221
Delta 0.5278
Gamma 0.0058
Theta -0.0009
Rho 0.0593
Vega 0.0475
Fair value 1.00
Intrinsic value n.a.
Break-even 52.98
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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