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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1268373193 Security: 126837319 Symbol: ABBWCZ Life cycle
Secondary market

Bid Price 1.31

Ask Price 1.32

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 21.05.2024 03:03:07

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.06.2023
Key Information Document DE 20.06.2023
Key Information Document EN 20.06.2023
Key Information Document FR 20.06.2023
Key Information Document IT 20.06.2023

Price data

  Bid Ask
Price 1.31 1.32
Volume 50'000.00 50'000.00
Date/time 21.05.24 15:03 21.05.24 15:03

Current data

Last price paid 1.22
Change -3.17% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date27.06.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +447.92%
Year to date (YTD) +454.55%
1 month +134.62%
3 months +306.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue34.91
Premium0.03%
Premium p.a.0.05%
Leverage5.69
Implied volatility0.22

Reference data

ISIN CH1268373193
Symbol ABBWCZ
Security 126837319
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 43.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 20.06.2023

Key figures

Premium 3.32%
Premium p.a. 5.28%
Leverage 7.30
Implied volatility 22.07%
Moneyness in-the-money
Leverage 5.6880
Delta 0.7795
Gamma 0.0071
Theta -0.0014
Rho 0.0389
Vega 0.0226
Fair value 0.32
Intrinsic value n.a.
Break-even 49.58
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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