Inhaltsseite: Home

ZKB Put Warrant auf
ABB Ltd

ISIN: CH1338499481 Security: 133849948 Symbol: ABBNXZ Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.15 0.16
Volume 350'000.00 350'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.15
Change +7.14% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date14.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -62.20%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue45.35
Premium0.10%
Premium p.a.0.32%
Leverage13.02
Implied volatility0.23

Reference data

ISIN CH1338499481
Symbol ABBNXZ
Security 133849948
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 45.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 06.05.2024

Key figures

Premium 10.48%
Premium p.a. 32.13%
Leverage 63.74
Implied volatility 22.53%
Moneyness out-of-the-money
Leverage 13.0202
Delta -0.2043
Gamma 0.0089
Theta -0.0014
Rho -0.0071
Vega 0.0160
Fair value 0.16
Intrinsic value n.a.
Break-even 44.23
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading