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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1268389223 Security: 126838922 Symbol: ABBX4Z Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -93.52%
Year to date (YTD) -83.33%
1 month n.a.
3 months -70.83%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.54
Underlying price on issue32.82
Premium0.33%
Premium p.a.0.90%
Leverage9.74
Implied volatility0.39

Reference data

ISIN CH1268389223
Symbol ABBX4Z
Security 126838922
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 32.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 19.09.2023

Key figures

Premium 32.87%
Premium p.a. 90.21%
Leverage 270.91
Implied volatility 39.27%
Moneyness out-of-the-money
Leverage 9.7367
Delta -0.0359
Gamma 0.0014
Theta -0.0006
Rho -0.0014
Vega 0.0045
Fair value 0.04
Intrinsic value n.a.
Break-even 31.83
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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