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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1268389280 Security: 126838928 Symbol: ABB4PZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -92.11%
Year to date (YTD) -82.14%
1 month n.a.
3 months -70.59%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue32.82
Premium0.37%
Premium p.a.1.02%
Leverage9.05
Implied volatility0.43

Reference data

ISIN CH1268389280
Symbol ABB4PZ
Security 126838928
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 30.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 19.09.2023

Key figures

Premium 37.04%
Premium p.a. 101.65%
Leverage 316.07
Implied volatility 43.33%
Moneyness out-of-the-money
Leverage 9.0489
Delta -0.0286
Gamma 0.0011
Theta -0.0006
Rho -0.0011
Vega 0.0037
Fair value 0.03
Intrinsic value n.a.
Break-even 29.85
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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