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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1305138625 Security: 130513862 Symbol: ABBTXZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -6.74% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing19.04.2024
Settlement date28.02.2024
Last trading19.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

Perf. since issue +228.00%
Year to date (YTD) n.a.
1 month +102.44%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue40.14
Premium0.00%
Premium p.a.0.12%
Leverage9.99
Implied volatility0.47

Reference data

ISIN CH1305138625
Symbol ABBTXZ
Security 130513862
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 40.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 21.02.2024

Key figures

Premium 0.23%
Premium p.a. 11.85%
Leverage 10.73
Implied volatility 47.38%
Moneyness in-the-money
Leverage 9.9915
Delta 0.9310
Gamma 0.0091
Theta -0.0055
Rho 0.0014
Vega 0.0016
Fair value 0.02
Intrinsic value n.a.
Break-even 44.10
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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