Inhaltsseite: Home

ZKB Put Warrant auf
ABB Ltd

ISIN: CH1338501351 Security: 133850135 Symbol: ABBS2Z Life cycle
Secondary market

Bid Price 0.59

Ask Price 0.60

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.05.2024
Key Information Document DE 13.05.2024
Key Information Document EN 13.05.2024
Key Information Document FR 13.05.2024
Key Information Document IT 13.05.2024

Price data

  Bid Ask
Price 0.59 0.60
Volume 100'000.00 100'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.59
Change +1.72% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date21.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -24.68%
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 price0.79
Underlying price on issue47.31
Premium0.09%
Premium p.a.0.11%
Leverage6.72
Implied volatility0.20

Reference data

ISIN CH1338501351
Symbol ABBS2Z
Security 133850135
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 48.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 13.05.2024

Key figures

Premium 8.86%
Premium p.a. 10.74%
Leverage 16.61
Implied volatility 20.32%
Moneyness out-of-the-money
Leverage 6.7178
Delta -0.4046
Gamma 0.0084
Theta -0.0012
Rho -0.0357
Vega 0.0344
Fair value 0.60
Intrinsic value n.a.
Break-even 45.03
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading