Inhaltsseite: Home

ZKB Put Warrant auf
ABB Ltd

ISIN: CH1338504488 Security: 133850448 Symbol: ABB6GZ Life cycle
Secondary market

Bid Price 0.45

Ask Price 0.46

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 26.06.2024 04:11:07

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.05.2024
Key Information Document DE 22.05.2024
Key Information Document EN 22.05.2024
Key Information Document FR 22.05.2024
Key Information Document IT 22.05.2024

Price data

  Bid Ask
Price 0.45 0.46
Volume 125'000.00 125'000.00
Date/time 26.06.24 16:11 26.06.24 16:11

Current data

Last price paid 0.44
Change +7.32% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date29.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -25.41%
Year to date (YTD) n.a.
1 month -6.38%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.61
Underlying price on issue47.94
Premium0.08%
Premium p.a.0.14%
Leverage8.16
Implied volatility0.22

Reference data

ISIN CH1338504488
Symbol ABB6GZ
Security 133850448
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 22.05.2024

Key figures

Premium 7.58%
Premium p.a. 14.26%
Leverage 22.26
Implied volatility 21.92%
Moneyness out-of-the-money
Leverage 8.2709
Delta -0.3715
Gamma 0.0095
Theta -0.0014
Rho -0.0219
Vega 0.0273
Fair value 0.45
Intrinsic value n.a.
Break-even 45.78
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading