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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1268373169 Security: 126837316 Symbol: ABBWLZ Life cycle
Secondary market

Bid Price 0.004

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 90'000.00

Date/time (delayed) 10.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.06.2023
Key Information Document DE 20.06.2023
Key Information Document EN 20.06.2023
Key Information Document FR 20.06.2023
Key Information Document IT 20.06.2023

Price data

  Bid Ask
Price 0.004 0.01
Volume 1'000'000.00 90'000.00
Date/time 10.05.24 17:15 10.05.24 17:15

Current data

Last price paid 0.01
Change -50.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 08.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.73%
Year to date (YTD) -95.45%
1 month n.a.
3 months -92.86%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.55
Underlying price on issue34.91
Premium0.28%
Premium p.a.2.08%
Leverage17.82
Implied volatility0.42

Reference data

ISIN CH1268373169
Symbol ABBWLZ
Security 126837316
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 34.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 20.06.2023

Key figures

Premium 27.98%
Premium p.a. 208.42%
Leverage 1'347.43
Implied volatility 41.88%
Moneyness out-of-the-money
Leverage 17.8161
Delta -0.0132
Gamma 0.0009
Theta -0.0005
Rho -0.0002
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 33.97
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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