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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1305146768 Security: 130514676 Symbol: ABB3YZ Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

Date/time (delayed) 14.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.19 0.20
Volume 275'000.00 275'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.19
Change +11.76% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date27.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -63.89%
Year to date (YTD) n.a.
1 month -20.83%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.54
Underlying price on issue42.54
Premium0.22%
Premium p.a.0.28%
Leverage7.47
Implied volatility0.26

Reference data

ISIN CH1305146768
Symbol ABB3YZ
Security 130514676
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
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 20.03.2024

Key figures

Premium 21.78%
Premium p.a. 27.70%
Leverage 51.17
Implied volatility 26.26%
Moneyness out-of-the-money
Leverage 7.4650
Delta -0.1459
Gamma 0.0039
Theta -0.0009
Rho -0.0123
Vega 0.0201
Fair value 0.20
Intrinsic value n.a.
Break-even 39.03
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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