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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1305151479 Security: 130515147 Symbol: ABBDGZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

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 11.04.2024
Key Information Document DE 11.04.2024
Key Information Document EN 11.04.2024
Key Information Document FR 11.04.2024
Key Information Document IT 11.04.2024

Price data

  Bid Ask
Price 0.02 0.03
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 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -91.94%
Year to date (YTD) n.a.
1 month -91.38%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue42.21
Premium0.12%
Premium p.a.1.01%
Leverage26.05
Implied volatility0.25

Reference data

ISIN CH1305151479
Symbol ABBDGZ
Security 130515147
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 11.04.2024

Key figures

Premium 11.67%
Premium p.a. 101.46%
Leverage 379.28
Implied volatility 25.02%
Moneyness out-of-the-money
Leverage 26.0524
Delta -0.0687
Gamma 0.0066
Theta -0.0012
Rho -0.0008
Vega 0.0042
Fair value 0.03
Intrinsic value n.a.
Break-even 41.88
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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