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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1281047923 Security: 128104792 Symbol: ABB1XZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 11.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 07.12.2023
Key Information Document DE 07.12.2023
Key Information Document EN 07.12.2023
Key Information Document FR 07.12.2023
Key Information Document IT 07.12.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 250'000.00 250'000.00
Date/time 11.07.24 17:15 11.07.24 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 08.07.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date14.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -96.36%
Year to date (YTD) -93.42%
1 month n.a.
3 months -80.77%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.55
Underlying price on issue35.50
Premium0.31%
Premium p.a.1.46%
Leverage12.37
Implied volatility0.43

Reference data

ISIN CH1281047923
Symbol ABB1XZ
Security 128104792
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 35.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 07.12.2023

Key figures

Premium 31.30%
Premium p.a. 146.46%
Leverage 508.00
Implied volatility 43.37%
Moneyness out-of-the-money
Leverage 12.3710
Delta -0.0244
Gamma 0.0011
Theta -0.0007
Rho -0.0006
Vega 0.0027
Fair value 0.02
Intrinsic value n.a.
Break-even 34.90
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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