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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1268373169 Security: 126837316 Symbol: ABBWLZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

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 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.001
Change 0.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume 90'000.00 Unit
Date/time 28.05.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date27.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.09%
Year to date (YTD) -99.55%
1 month -96.00%
3 months -98.46%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.55
Underlying price on issue34.91
Premium0.32%
Premium p.a.16.47%
Leverage14.52
Implied volatility1.32

Reference data

ISIN CH1268373169
Symbol ABBWLZ
Security 126837316
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 34.00
C/P type put
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 31.59%
Premium p.a. 1646.93%
Leverage 945.14
Implied volatility 131.95%
Moneyness out-of-the-money
Leverage 14.5246
Delta -0.0154
Gamma 0.0009
Theta -0.0044
Rho 0.0000
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 33.95
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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