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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1281051776 Security: 128105177 Symbol: ABB2MZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

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 12.12.2023
Key Information Document DE 12.12.2023
Key Information Document EN 12.12.2023
Key Information Document FR 12.12.2023
Key Information Document IT 12.12.2023

Price data

  Bid Ask
Price 0.005 0.015
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 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.67%
Year to date (YTD) -95.83%
1 month -76.92%
3 months -93.18%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.43
Underlying price on issue36.74
Premium0.24%
Premium p.a.2.10%
Leverage18.78
Implied volatility0.41

Reference data

ISIN CH1281051776
Symbol ABB2MZ
Security 128105177
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 36.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 12.12.2023

Key figures

Premium 24.17%
Premium p.a. 210.07%
Leverage 948.20
Implied volatility 41.03%
Moneyness out-of-the-money
Leverage 18.7812
Delta -0.0198
Gamma 0.0015
Theta -0.0007
Rho -0.0002
Vega 0.0015
Fair value 0.01
Intrinsic value n.a.
Break-even 35.95
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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