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ZKB Put Warrant auf
Adecco Group AG

ISIN: CH1305146628 Security: 130514662 Symbol: ADEGAZ Life cycle
Secondary market

Bid Price 0.18

Ask Price 0.19

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 25.06.2024 05:15:01

Sell Buy 

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Price data

  Bid Ask
Price 0.18 0.19
Volume 300'000.00 300'000.00
Date/time 25.06.24 17:15 25.06.24 17:15

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +23.33%
Year to date (YTD) n.a.
1 month +80.00%
3 months +20.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue35.18
Premium0.08%
Premium p.a.0.11%
Leverage4.03
Implied volatility0.31

Reference data

ISIN CH1305146628
Symbol ADEGAZ
Security 130514662
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
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 19.03.2024

Key figures

Premium 8.30%
Premium p.a. 10.97%
Leverage 8.34
Implied volatility 30.57%
Moneyness in-the-money
Leverage 4.0345
Delta -0.4837
Gamma 0.0024
Theta -0.0003
Rho -0.0070
Vega 0.0053
Fair value 0.13
Intrinsic value n.a.
Break-even 28.30
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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