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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1305145208 Security: 130514520 Symbol: ABB02Z Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 17.05.2024 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 0.23 0.24
Volume 225'000.00 225'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.23
Change +4.55% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date25.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -62.70%
Year to date (YTD) n.a.
1 month -62.90%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.63
Underlying price on issue42.39
Premium0.14%
Premium p.a.0.22%
Leverage8.59
Implied volatility0.23

Reference data

ISIN CH1305145208
Symbol ABB02Z
Security 130514520
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 13.89%
Premium p.a. 21.67%
Leverage 40.35
Implied volatility 23.34%
Moneyness out-of-the-money
Leverage 8.5867
Delta -0.2128
Gamma 0.0066
Theta -0.0010
Rho -0.0144
Vega 0.0220
Fair value 0.24
Intrinsic value n.a.
Break-even 40.83
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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