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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1305152113 Security: 130515211 Symbol: ABBVWZ Life cycle
Secondary market

Bid Price 0.39

Ask Price 0.40

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 17.04.2024
Key Information Document DE 17.04.2024
Key Information Document EN 17.04.2024
Key Information Document FR 17.04.2024
Key Information Document IT 17.04.2024

Price data

  Bid Ask
Price 0.39 0.40
Volume 125'000.00 125'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.40
Change -9.09% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date24.04.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +203.85%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue41.94
Premium0.05%
Premium p.a.0.15%
Leverage11.96
Implied volatility0.19

Reference data

ISIN CH1305152113
Symbol ABBVWZ
Security 130515211
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 17.04.2024

Key figures

Premium 5.41%
Premium p.a. 14.85%
Leverage 24.01
Implied volatility 18.62%
Moneyness out-of-the-money
Leverage 11.9628
Delta 0.4983
Gamma 0.0150
Theta -0.0018
Rho 0.0158
Vega 0.0228
Fair value 0.40
Intrinsic value n.a.
Break-even 49.98
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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