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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1305140530 Security: 130514053 Symbol: ABB74Z Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 26.06.2024 10:11:28

Sell Buy 

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Price data

  Bid Ask
Price 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 26.06.24 10:11 26.06.24 10:11

Current data

Last price paid 0.05
Change -9.09% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 18.06.2024 17:20

Life cycle

Performance

Perf. since issue -91.35%
Year to date (YTD) n.a.
1 month -41.18%
3 months -84.85%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.52
Underlying price on issue40.30
Premium0.21%
Premium p.a.0.81%
Leverage13.88
Implied volatility0.31

Reference data

ISIN CH1305140530
Symbol ABB74Z
Security 130514053
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 26.02.2024

Key figures

Premium 20.58%
Premium p.a. 80.76%
Leverage 222.58
Implied volatility 31.03%
Moneyness out-of-the-money
Leverage 13.8800
Delta -0.0624
Gamma 0.0031
Theta -0.0010
Rho -0.0017
Vega 0.0062
Fair value 0.05
Intrinsic value n.a.
Break-even 39.78
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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