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ZKB Call Warrant auf
Adecco Group AG

ISIN: CH1268380099 Security: 126838009 Symbol: ADEXBZ 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) 19.06.2024 11:56:38

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 27.07.2023
Key Information Document DE 27.07.2023
Key Information Document EN 27.07.2023
Key Information Document FR 27.07.2023
Key Information Document IT 27.07.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 19.06.24 11:56 19.06.24 11:56

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 05.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date04.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.31%
Year to date (YTD) -94.64%
1 month n.a.
3 months -62.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue34.68
Premium0.17%
Premium p.a.7.04%
Leverage17.91
Implied volatility0.77

Reference data

ISIN CH1268380099
Symbol ADEXBZ
Security 126838009
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Adecco Group N, CH0012138605
Underlying ISIN CH0012138605
Strike 37.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 27.07.2023

Key figures

Premium 17.35%
Premium p.a. 703.65%
Leverage 158.50
Implied volatility 77.19%
Moneyness out-of-the-money
Leverage 17.9107
Delta 0.1130
Gamma 0.0025
Theta -0.0020
Rho 0.0000
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 37.20
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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