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ZKB Put Warrant auf
adidas AG

ISIN: CH1305147782 Security: 130514778 Symbol: ADSB2Z Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.19 0.20
Volume 275'000.00 275'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.19
Change -13.64% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date27.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -53.57%
Year to date (YTD) n.a.
1 month -26.92%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.42
Underlying price on issue200.15
Premium0.18%
Premium p.a.0.30%
Leverage5.32
Implied volatility0.36

Reference data

ISIN CH1305147782
Symbol ADSB2Z
Security 130514778
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying adidas N, DE000A1EWWW0
Underlying ISIN DE000A1EWWW0
Strike 200.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 20.03.2024

Key figures

Premium 17.90%
Premium p.a. 29.71%
Leverage 23.27
Implied volatility 36.13%
Moneyness out-of-the-money
Leverage 5.3166
Delta -0.2285
Gamma 0.0001
Theta -0.0007
Rho -0.0074
Vega 0.0107
Fair value 0.20
Intrinsic value n.a.
Break-even 190.05
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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