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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1305145141 Security: 130514514 Symbol: ABBUIZ Life cycle
Secondary market

Bid Price 0.71

Ask Price 0.72

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.03.2024
Key Information Document DE 18.03.2024
Key Information Document EN 18.03.2024
Key Information Document FR 18.03.2024
Key Information Document IT 18.03.2024

Price data

  Bid Ask
Price 0.71 0.72
Volume 75'000.00 75'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.71
Change +16.39% [ +0.10 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date25.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +450.00%
Year to date (YTD) n.a.
1 month +545.45%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue42.40
Premium0.01%
Premium p.a.0.06%
Leverage11.36
Implied volatility0.21

Reference data

ISIN CH1305145141
Symbol ABBUIZ
Security 130514514
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 45.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 18.03.2024

Key figures

Premium 0.78%
Premium p.a. 6.45%
Leverage 13.48
Implied volatility 20.90%
Moneyness in-the-money
Leverage 11.3552
Delta 0.8422
Gamma 0.0137
Theta -0.0022
Rho 0.0089
Vega 0.0080
Fair value 0.07
Intrinsic value n.a.
Break-even 48.58
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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