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ZKB Put Warrant auf
ABB Ltd

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

Bid Price 0.16

Ask Price 0.17

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

Date/time (delayed) 18.06.2024 03:18:42

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 0.16 0.17
Volume 325'000.00 325'000.00
Date/time 18.06.24 15:18 18.06.24 15:18

Current data

Last price paid 0.18
Change -5.26% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.06.2024 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 -69.44%
Year to date (YTD) n.a.
1 month -25.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.54
Underlying price on issue42.54
Premium0.23%
Premium p.a.0.30%
Leverage7.81
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 22.91%
Premium p.a. 29.55%
Leverage 61.60
Implied volatility 26.20%
Moneyness out-of-the-money
Leverage 7.8138
Delta -0.1268
Gamma 0.0035
Theta -0.0009
Rho -0.0107
Vega 0.0185
Fair value 0.17
Intrinsic value n.a.
Break-even 39.18
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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