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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1305138856 Security: 130513885 Symbol: ABB8JZ Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 17.05.2024 12:15:44

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.17 0.18
Volume 300'000.00 300'000.00
Date/time 17.05.24 12:15 17.05.24 12:15

Current data

Last price paid 0.16
Change +6.67% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date28.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -73.48%
Year to date (YTD) n.a.
1 month -65.96%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.66
Underlying price on issue40.14
Premium0.17%
Premium p.a.0.26%
Leverage8.80
Implied volatility0.24

Reference data

ISIN CH1305138856
Symbol ABB8JZ
Security 130513885
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 40.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 21.02.2024

Key figures

Premium 16.86%
Premium p.a. 26.30%
Leverage 53.78
Implied volatility 24.48%
Moneyness out-of-the-money
Leverage 8.7996
Delta -0.1636
Gamma 0.0054
Theta -0.0009
Rho -0.0110
Vega 0.0186
Fair value 0.18
Intrinsic value n.a.
Break-even 39.13
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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