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ZKB Put Warrant auf
Adecco Group AG

ISIN: CH1281048210 Security: 128104821 Symbol: ADEGCZ Life cycle
Secondary market

Bid Price 0.28

Ask Price 0.29

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 24.06.2024 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 0.28 0.29
Volume 200'000.00 200'000.00
Date/time 24.06.24 17:15 24.06.24 17:15

Current data

Last price paid 0.29
Change +7.41% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 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 +78.13%
Year to date (YTD) +107.14%
1 month +81.25%
3 months +20.83%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue41.10
Premium0.03%
Premium p.a.0.06%
Leverage3.75
Implied volatility0.31

Reference data

ISIN CH1281048210
Symbol ADEGCZ
Security 128104821
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Adecco Group N, CH0012138605
Underlying ISIN CH0012138605
Strike 36.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 3.13%
Premium p.a. 5.83%
Leverage 5.49
Implied volatility 30.59%
Moneyness in-the-money
Leverage 3.7508
Delta -0.6835
Gamma 0.0025
Theta -0.0003
Rho -0.0073
Vega 0.0041
Fair value 0.05
Intrinsic value n.a.
Break-even 30.30
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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