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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1305145182 Security: 130514518 Symbol: ABBNYZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 30.05.2024 09:12:03

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.03.2024
Key Information Document DE 18.03.2024
Key Information Document EN 18.03.2024
Key Information Document FR 18.03.2024
Key Information Document IT 18.03.2024

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 30.05.24 09:12 30.05.24 09:12

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 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date25.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.44%
Year to date (YTD) n.a.
1 month -77.78%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue42.39
Premium0.17%
Premium p.a.2.12%
Leverage23.37
Implied volatility0.37

Reference data

ISIN CH1305145182
Symbol ABBNYZ
Security 130514518
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 41.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 18.03.2024

Key figures

Premium 16.82%
Premium p.a. 211.69%
Leverage 656.00
Implied volatility 37.10%
Moneyness out-of-the-money
Leverage 23.3704
Delta -0.0356
Gamma 0.0030
Theta -0.0013
Rho -0.0003
Vega 0.0022
Fair value 0.02
Intrinsic value n.a.
Break-even 40.93
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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