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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 925'000.00

Volume 475'000.00

Date/time (delayed) 17.06.2024 09:02:46

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.02.2024
Key Information Document DE 26.02.2024
Key Information Document EN 26.02.2024
Key Information Document FR 26.02.2024
Key Information Document IT 26.02.2024

Price data

  Bid Ask
Price 0.045 0.055
Volume 925'000.00 475'000.00
Date/time 17.06.24 09:02 17.06.24 09:02

Current data

Last price paid 0.055
Change +10.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date04.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -88.46%
Year to date (YTD) n.a.
1 month -38.89%
3 months -83.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.52
Underlying price on issue40.30
Premium0.20%
Premium p.a.0.71%
Leverage12.56
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 20.42%
Premium p.a. 71.00%
Leverage 166.30
Implied volatility 31.01%
Moneyness out-of-the-money
Leverage 12.5558
Delta -0.0755
Gamma 0.0034
Theta -0.0011
Rho -0.0023
Vega 0.0076
Fair value 0.06
Intrinsic value n.a.
Break-even 39.70
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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