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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1305140530 Security: 130514053 Symbol: ABB74Z 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 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 0.085 0.095
Volume 600'000.00 300'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.085
Change +6.25% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date04.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -82.69%
Year to date (YTD) n.a.
1 month -75.71%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.52
Underlying price on issue40.30
Premium0.17%
Premium p.a.0.45%
Leverage12.20
Implied volatility0.26

Reference data

ISIN CH1305140530
Symbol ABB74Z
Security 130514053
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 40.00
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 16.58%
Premium p.a. 45.50%
Leverage 105.36
Implied volatility 26.00%
Moneyness out-of-the-money
Leverage 12.2049
Delta -0.1158
Gamma 0.0052
Theta -0.0010
Rho -0.0043
Vega 0.0111
Fair value 0.09
Intrinsic value n.a.
Break-even 39.55
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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