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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1281045802 Security: 128104580 Symbol: ABBMDZ Life cycle
Secondary market

Bid Price 1.24

Ask Price 1.25

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 01.12.2023
Key Information Document DE 01.12.2023
Key Information Document EN 01.12.2023
Key Information Document FR 01.12.2023
Key Information Document IT 01.12.2023

Price data

  Bid Ask
Price 1.24 1.25
Volume 50'000.00 50'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 1.25
Change -3.85% [ -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 date08.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +789.29%
Year to date (YTD) +594.44%
1 month +160.42%
3 months +331.03%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue35.18
Premium0.02%
Premium p.a.0.05%
Leverage6.40
Implied volatility0.23

Reference data

ISIN CH1281045802
Symbol ABBMDZ
Security 128104580
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 01.12.2023

Key figures

Premium 1.72%
Premium p.a. 4.72%
Leverage 7.62
Implied volatility 22.65%
Moneyness in-the-money
Leverage 6.3975
Delta 0.8400
Gamma 0.0075
Theta -0.0015
Rho 0.0245
Vega 0.0139
Fair value 0.16
Intrinsic value n.a.
Break-even 48.23
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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