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ZKB Call Warrant auf
ABB Ltd

ISIN: CH1305151453 Security: 130515145 Symbol: ABBNFZ Life cycle
Secondary market

Bid Price 1.07

Ask Price 1.08

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 11.04.2024
Key Information Document DE 11.04.2024
Key Information Document EN 11.04.2024
Key Information Document FR 11.04.2024
Key Information Document IT 11.04.2024

Price data

  Bid Ask
Price 1.07 1.08
Volume 50'000.00 50'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 1.08
Change -4.42% [ -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 date18.04.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +138.89%
Year to date (YTD) n.a.
1 month +184.21%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.45
Underlying price on issue42.21
Premium0.02%
Premium p.a.0.06%
Leverage7.08
Implied volatility0.22

Reference data

ISIN CH1305151453
Symbol ABBNFZ
Security 130515145
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 11.04.2024

Key figures

Premium 2.04%
Premium p.a. 5.59%
Leverage 8.82
Implied volatility 21.72%
Moneyness in-the-money
Leverage 7.0816
Delta 0.8029
Gamma 0.0089
Theta -0.0016
Rho 0.0238
Vega 0.0159
Fair value 0.19
Intrinsic value n.a.
Break-even 48.38
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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