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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1250735144 Security: 125073514 Symbol: ABBVDZ Life cycle
Secondary market

Bid Price 1.30

Ask Price 1.31

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 21.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.05.2023
Key Information Document DE 19.05.2023
Key Information Document EN 19.05.2023
Key Information Document FR 19.05.2023
Key Information Document IT 19.05.2023

Price data

  Bid Ask
Price 1.30 1.31
Volume 50'000.00 50'000.00
Date/time 21.05.24 17:15 21.05.24 17:15

Current data

Last price paid 1.30
Change +16.07% [ +0.18 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.05.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +715.63%
Year to date (YTD) +1200.00%
1 month +91.18%
3 months +712.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue33.94
Premium0.01%
Premium p.a.0.05%
Leverage6.82
Implied volatility0.32

Reference data

ISIN CH1250735144
Symbol ABBVDZ
Security 125073514
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 42.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 19.05.2023

Key figures

Premium 0.51%
Premium p.a. 4.87%
Leverage 7.40
Implied volatility 31.92%
Moneyness in-the-money
Leverage 6.8201
Delta 0.9217
Gamma 0.0059
Theta -0.0022
Rho 0.0079
Vega 0.0045
Fair value 0.05
Intrinsic value n.a.
Break-even 48.53
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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