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ZKB Put Warrant auf
Adecco Group AG

ISIN: CH1281034830 Security: 128103483 Symbol: ADEGPZ Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.06
Change +9.09% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -59.38%
Year to date (YTD) -20.00%
1 month -50.00%
3 months -40.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue35.15
Premium0.10%
Premium p.a.0.32%
Leverage8.08
Implied volatility0.31

Reference data

ISIN CH1281034830
Symbol ADEGPZ
Security 128103483
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Adecco Group N, CH0012138605
Underlying ISIN CH0012138605
Strike 32.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.10.2023

Key figures

Premium 10.44%
Premium p.a. 32.03%
Leverage 26.37
Implied volatility 30.82%
Moneyness out-of-the-money
Leverage 8.0754
Delta -0.3062
Gamma 0.0029
Theta -0.0004
Rho -0.0019
Vega 0.0034
Fair value 0.07
Intrinsic value n.a.
Break-even 30.70
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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