Inhaltsseite: Home

ZKB Put Warrant auf
ABB Ltd

ISIN: CH1281051750 Security: 128105175 Symbol: ABBIPZ 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 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 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 date19.12.2023
Last trading15.03.2024
Final fixing15.03.2024
Currency redemptionCHF

Performance

Perf. since issue -95.43%
Year to date (YTD) -94.44%
1 month -84.62%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue36.74
Premium0.15%
Premium p.a.7.74%
Leverage27.64
Implied volatility0.65

Reference data

ISIN CH1281051750
Symbol ABBIPZ
Security 128105175
Exchange SIX Structured Products
Currency CHF
Expiry 22.03.2024
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 14.84%
Premium p.a. 773.62%
Leverage 804.00
Implied volatility 64.72%
Moneyness out-of-the-money
Leverage 27.6371
Delta -0.0344
Gamma 0.0040
Theta -0.0037
Rho -0.0001
Vega 0.0009
Fair value 0.01
Intrinsic value n.a.
Break-even 35.95
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading