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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1305145190 Security: 130514519 Symbol: ABB0OZ Life cycle
Secondary market

Bid Price 0.075

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 600'000.00

Volume 300'000.00

Date/time (delayed) 24.05.2024 05:15:00

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 0.075 0.085
Volume 600'000.00 300'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.085
Change -10.53% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date25.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -84.31%
Year to date (YTD) n.a.
1 month -68.52%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.51
Underlying price on issue42.39
Premium0.16%
Premium p.a.0.45%
Leverage13.58
Implied volatility0.24

Reference data

ISIN CH1305145190
Symbol ABB0OZ
Security 130514519
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 42.00
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 15.65%
Premium p.a. 45.34%
Leverage 123.30
Implied volatility 24.44%
Moneyness out-of-the-money
Leverage 13.5784
Delta -0.1101
Gamma 0.0053
Theta -0.0010
Rho -0.0040
Vega 0.0109
Fair value 0.08
Intrinsic value n.a.
Break-even 41.60
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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