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ZKB Call Warrant auf
Adecco Group AG

ISIN: CH1281048186 Security: 128104818 Symbol: ADENPZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 23.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.04.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -66.67%
Year to date (YTD) -70.59%
1 month -16.67%
3 months -70.59%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue41.10
Premium0.35%
Premium p.a.0.56%
Leverage8.98
Implied volatility0.30

Reference data

ISIN CH1281048186
Symbol ADENPZ
Security 128104818
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Adecco Group N, CH0012138605
Underlying ISIN CH0012138605
Strike 48.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 34.78%
Premium p.a. 55.67%
Leverage 60.10
Implied volatility 30.15%
Moneyness out-of-the-money
Leverage 8.9843
Delta 0.1495
Gamma 0.0014
Theta -0.0002
Rho 0.0015
Vega 0.0033
Fair value 0.03
Intrinsic value n.a.
Break-even 48.60
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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