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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1268367625 Security: 126836762 Symbol: ABBL5Z Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.06.2023
Key Information Document DE 05.06.2023
Key Information Document EN 05.06.2023
Key Information Document FR 05.06.2023
Key Information Document IT 05.06.2023

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing15.03.2024
Settlement date12.06.2023
Last trading15.03.2024
Final fixing15.03.2024
Currency redemptionCHF

Performance

Perf. since issue -97.98%
Year to date (YTD) -88.89%
1 month -85.71%
3 months -96.55%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.52
Underlying price on issue34.06
Premium0.20%
Premium p.a.10.21%
Leverage21.83
Implied volatility0.84

Reference data

ISIN CH1268367625
Symbol ABBL5Z
Security 126836762
Exchange SIX Structured Products
Currency CHF
Expiry 22.03.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 34.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 05.06.2023

Key figures

Premium 19.57%
Premium p.a. 1020.68%
Leverage 804.00
Implied volatility 83.69%
Moneyness out-of-the-money
Leverage 21.8264
Delta -0.0271
Gamma 0.0026
Theta -0.0039
Rho 0.0000
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 33.95
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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