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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1338496172 Security: 133849617 Symbol: ABBO7Z Life cycle
Secondary market

Bid Price 0.29

Ask Price 0.30

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 18.06.2024 02:25:07

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 03.05.2024
Key Information Document DE 03.05.2024
Key Information Document EN 03.05.2024
Key Information Document FR 03.05.2024
Key Information Document IT 03.05.2024

Price data

  Bid Ask
Price 0.29 0.30
Volume 175'000.00 175'000.00
Date/time 18.06.24 14:25 18.06.24 14:25

Current data

Last price paid 0.32
Change -3.03% [ -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 date13.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -53.91%
Year to date (YTD) n.a.
1 month -25.58%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.64
Underlying price on issue44.84
Premium0.16%
Premium p.a.0.21%
Leverage7.49
Implied volatility0.24

Reference data

ISIN CH1338496172
Symbol ABBO7Z
Security 133849617
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 44.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 03.05.2024

Key figures

Premium 16.32%
Premium p.a. 21.05%
Leverage 34.45
Implied volatility 23.78%
Moneyness out-of-the-money
Leverage 7.4851
Delta -0.2172
Gamma 0.0055
Theta -0.0011
Rho -0.0185
Vega 0.0261
Fair value 0.30
Intrinsic value n.a.
Break-even 42.53
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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