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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1281051784 Security: 128105178 Symbol: ABB8YZ Life cycle
Secondary market

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 600'000.00

Volume 300'000.00

Date/time (delayed) 17.05.2024 09:02:15

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.12.2023
Key Information Document DE 12.12.2023
Key Information Document EN 12.12.2023
Key Information Document FR 12.12.2023
Key Information Document IT 12.12.2023

Price data

  Bid Ask
Price 0.085 0.095
Volume 600'000.00 300'000.00
Date/time 17.05.24 09:02 17.05.24 09:02

Current data

Last price paid 0.085
Change -10.53% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date19.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -85.48%
Year to date (YTD) -84.55%
1 month -63.04%
3 months -77.03%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.62
Underlying price on issue36.74
Premium0.25%
Premium p.a.0.39%
Leverage8.75
Implied volatility0.28

Reference data

ISIN CH1281051784
Symbol ABB8YZ
Security 128105178
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 36.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 12.12.2023

Key figures

Premium 25.39%
Premium p.a. 39.44%
Leverage 105.89
Implied volatility 28.44%
Moneyness out-of-the-money
Leverage 8.7457
Delta -0.0826
Gamma 0.0028
Theta -0.0007
Rho -0.0056
Vega 0.0116
Fair value 0.09
Intrinsic value n.a.
Break-even 35.55
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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