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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1281034772 Security: 128103477 Symbol: ABB75Z Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 13.05.2024 09:00:55

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 13.05.24 09:00 13.05.24 09:00

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 18.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.38%
Year to date (YTD) -75.00%
1 month -33.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue30.27
Premium0.45%
Premium p.a.3.56%
Leverage11.25
Implied volatility0.71

Reference data

ISIN CH1281034772
Symbol ABB75Z
Security 128103477
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 26.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 19.10.2023

Key figures

Premium 44.93%
Premium p.a. 356.48%
Leverage 1'714.91
Implied volatility 71.46%
Moneyness out-of-the-money
Leverage 11.2507
Delta -0.0066
Gamma 0.0003
Theta -0.0005
Rho -0.0001
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 25.97
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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