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ZKB Put Warrant auf
Adecco Group AG

ISIN: CH1268371346 Security: 126837134 Symbol: ADEMPZ Life cycle
Secondary market

Bid Price 0.004

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 14.06.2023
Key Information Document DE 14.06.2023
Key Information Document EN 14.06.2023
Key Information Document FR 14.06.2023
Key Information Document IT 14.06.2023

Price data

  Bid Ask
Price 0.004 0.015
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

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 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date21.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.04%
Year to date (YTD) -71.43%
1 month -80.00%
3 months -75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue28.24
Premium0.13%
Premium p.a.1.70%
Leverage18.31
Implied volatility0.40

Reference data

ISIN CH1268371346
Symbol ADEMPZ
Security 126837134
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Adecco Group N, CH0012138605
Underlying ISIN CH0012138605
Strike 30.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 14.06.2023

Key figures

Premium 13.04%
Premium p.a. 169.98%
Leverage 180.42
Implied volatility 39.80%
Moneyness out-of-the-money
Leverage 18.3071
Delta -0.1015
Gamma 0.0023
Theta -0.0006
Rho -0.0001
Vega 0.0008
Fair value 0.01
Intrinsic value n.a.
Break-even 29.81
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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