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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1281034798 Security: 128103479 Symbol: ABBS1Z Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

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 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 0.015 0.025
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 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -95.00%
Year to date (YTD) -77.78%
1 month n.a.
3 months -71.43%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.40
Underlying price on issue30.27
Premium0.41%
Premium p.a.1.13%
Leverage9.06
Implied volatility0.46

Reference data

ISIN CH1281034798
Symbol ABBS1Z
Security 128103479
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 28.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 19.10.2023

Key figures

Premium 41.15%
Premium p.a. 112.94%
Leverage 474.10
Implied volatility 45.56%
Moneyness out-of-the-money
Leverage 9.0647
Delta -0.0191
Gamma 0.0007
Theta -0.0004
Rho -0.0007
Vega 0.0027
Fair value 0.02
Intrinsic value n.a.
Break-even 27.90
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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