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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1305138823 Security: 130513882 Symbol: ABBVGZ 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 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

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 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -93.75%
Year to date (YTD) n.a.
1 month -84.62%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue40.14
Premium0.18%
Premium p.a.1.56%
Leverage20.03
Implied volatility0.35

Reference data

ISIN CH1305138823
Symbol ABBVGZ
Security 130513882
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 39.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 21.02.2024

Key figures

Premium 17.95%
Premium p.a. 155.99%
Leverage 474.10
Implied volatility 34.80%
Moneyness out-of-the-money
Leverage 20.0291
Delta -0.0422
Gamma 0.0032
Theta -0.0012
Rho -0.0005
Vega 0.0029
Fair value 0.02
Intrinsic value n.a.
Break-even 38.90
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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