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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1338503977 Security: 133850397 Symbol: ABBFHZ Life cycle
Secondary market

Bid Price 0.68

Ask Price 0.69

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 27.09.2024 03:33:17

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 0.68 0.69
Volume 125'000.00 125'000.00
Date/time 27.09.24 15:33 27.09.24 15:33

Current data

Last price paid 0.64
Change -7.25% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.09.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date29.05.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -22.16%
Year to date (YTD) n.a.
1 month -20.99%
3 months -11.11%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.88
Underlying price on issue47.98
Premium0.10%
Premium p.a.0.14%
Leverage5.82
Implied volatility0.24

Reference data

ISIN CH1338503977
Symbol ABBFHZ
Security 133850397
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
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 10.26%
Premium p.a. 13.71%
Leverage 14.50
Implied volatility 24.30%
Moneyness out-of-the-money
Leverage 5.8243
Delta -0.4016
Gamma 0.0073
Theta -0.0015
Rho -0.0343
Vega 0.0328
Fair value 0.69
Intrinsic value n.a.
Break-even 44.58
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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