Inhaltsseite: Home

ZKB Call Warrant auf
Adecco Group AG

ISIN: CH1268389348 Security: 126838934 Symbol: ADE2QZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 28.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 28.06.24 17:15 28.06.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -83.33%
Year to date (YTD) -83.33%
1 month n.a.
3 months -33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue37.87
Premium0.49%
Premium p.a.1.95%
Leverage9.07
Implied volatility0.53

Reference data

ISIN CH1268389348
Symbol ADE2QZ
Security 126838934
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Adecco Group N, CH0012138605
Underlying ISIN CH0012138605
Strike 44.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.09.2023

Key figures

Premium 48.56%
Premium p.a. 194.77%
Leverage 99.40
Implied volatility 52.70%
Moneyness out-of-the-money
Leverage 9.0697
Delta 0.0912
Gamma 0.0010
Theta -0.0004
Rho 0.0003
Vega 0.0012
Fair value 0.02
Intrinsic value n.a.
Break-even 44.30
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading