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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1281045810 Security: 128104581 Symbol: ABBJEZ 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 01.12.2023
Key Information Document DE 01.12.2023
Key Information Document EN 01.12.2023
Key Information Document FR 01.12.2023
Key Information Document IT 01.12.2023

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 date08.12.2023
Last trading15.03.2024
Final fixing15.03.2024
Currency redemptionCHF

Performance

Perf. since issue -93.44%
Year to date (YTD) -83.33%
1 month -81.82%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue35.18
Premium0.22%
Premium p.a.11.45%
Leverage19.70
Implied volatility0.93

Reference data

ISIN CH1281045810
Symbol ABBJEZ
Security 128104581
Exchange SIX Structured Products
Currency CHF
Expiry 22.03.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 33.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 01.12.2023

Key figures

Premium 21.96%
Premium p.a. 1145.18%
Leverage 804.19
Implied volatility 93.47%
Moneyness out-of-the-money
Leverage 19.7028
Delta -0.0245
Gamma 0.0021
Theta -0.0040
Rho 0.0000
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 32.95
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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