Inhaltsseite: Home

ZKB Put Warrant auf
ABB Ltd

ISIN: CH1305140522 Security: 130514052 Symbol: ABBU7Z 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 26.02.2024
Key Information Document DE 26.02.2024
Key Information Document EN 26.02.2024
Key Information Document FR 26.02.2024
Key Information Document IT 26.02.2024

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 date04.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -91.30%
Year to date (YTD) n.a.
1 month -80.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue40.30
Premium0.20%
Premium p.a.1.74%
Leverage18.25
Implied volatility0.39

Reference data

ISIN CH1305140522
Symbol ABBU7Z
Security 130514052
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 38.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 26.02.2024

Key figures

Premium 20.06%
Premium p.a. 174.32%
Leverage 474.10
Implied volatility 38.54%
Moneyness out-of-the-money
Leverage 18.2463
Delta -0.0385
Gamma 0.0027
Theta -0.0012
Rho -0.0004
Vega 0.0027
Fair value 0.02
Intrinsic value n.a.
Break-even 37.90
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading