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ZKB Call Warrant auf
adidas AG

ISIN: CH1268376204 Security: 126837620 Symbol: ADS0RZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 18.06.2024 02:07:42

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 30.06.2023
Key Information Document DE 30.06.2023
Key Information Document EN 30.06.2023
Key Information Document FR 30.06.2023
Key Information Document IT 30.06.2023

Price data

  Bid Ask
Price 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 18.06.24 14:07 18.06.24 14:07

Current data

Last price paid 0.065
Change -53.57% [ -0.08 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -83.33%
Year to date (YTD) -45.83%
1 month -77.59%
3 months -65.79%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue178.33
Premium0.03%
Premium p.a.0.97%
Leverage39.90
Implied volatility0.23

Reference data

ISIN CH1268376204
Symbol ADS0RZ
Security 126837620
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying adidas N, DE000A1EWWW0
Underlying ISIN DE000A1EWWW0
Strike 220.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 30.06.2023

Key figures

Premium 2.66%
Premium p.a. 96.96%
Leverage 117.42
Implied volatility 23.39%
Moneyness out-of-the-money
Leverage 39.9024
Delta 0.3398
Gamma 0.0009
Theta -0.0031
Rho 0.0004
Vega 0.0025
Fair value 0.04
Intrinsic value n.a.
Break-even 221.84
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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