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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1305148418 Security: 130514841 Symbol: ABBTCZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.03.2024
Key Information Document DE 25.03.2024
Key Information Document EN 25.03.2024
Key Information Document FR 25.03.2024
Key Information Document IT 25.03.2024

Price data

  Bid Ask
Price 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.11
Change -8.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date03.04.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -67.14%
Year to date (YTD) n.a.
1 month -42.11%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.35
Underlying price on issue41.75
Premium0.28%
Premium p.a.0.34%
Leverage7.59
Implied volatility0.28

Reference data

ISIN CH1305148418
Symbol ABBTCZ
Security 130514841
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 36.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 25.03.2024

Key figures

Premium 28.09%
Premium p.a. 34.06%
Leverage 85.67
Implied volatility 28.06%
Moneyness out-of-the-money
Leverage 7.5932
Delta -0.0886
Gamma 0.0025
Theta -0.0007
Rho -0.0076
Vega 0.0143
Fair value 0.12
Intrinsic value n.a.
Break-even 35.43
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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