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ZKB Call Warrant auf
Adecco Group AG

ISIN: CH1281048194 Security: 128104819 Symbol: ADEB6Z 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) 26.09.2024 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 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 26.09.24 17:15 26.09.24 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 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 -75.00%
Year to date (YTD) -63.64%
1 month -20.00%
3 months -63.64%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue41.10
Premium0.84%
Premium p.a.3.02%
Leverage6.97
Implied volatility0.70

Reference data

ISIN CH1281048194
Symbol ADEB6Z
Security 128104819
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Adecco Group N, CH0012138605
Underlying ISIN CH0012138605
Strike 52.00
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 84.28%
Premium p.a. 301.61%
Leverage 94.60
Implied volatility 69.75%
Moneyness out-of-the-money
Leverage 6.9733
Delta 0.0737
Gamma 0.0007
Theta -0.0004
Rho 0.0003
Vega 0.0010
Fair value 0.02
Intrinsic value n.a.
Break-even 52.30
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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