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ZKB Call Warrant auf
adidas AG

ISIN: CH1305151214 Security: 130515121 Symbol: ADSYTZ Life cycle
Secondary market

Bid Price 0.60

Ask Price 0.61

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 03.06.2024 12:17:35

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.04.2024
Key Information Document DE 10.04.2024
Key Information Document EN 10.04.2024
Key Information Document FR 10.04.2024
Key Information Document IT 10.04.2024

Price data

  Bid Ask
Price 0.60 0.61
Volume 100'000.00 100'000.00
Date/time 03.06.24 12:17 03.06.24 12:17

Current data

Last price paid 0.54
Change -1.82% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date17.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +152.08%
Year to date (YTD) n.a.
1 month +8.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue203.45
Premium0.01%
Premium p.a.0.10%
Leverage6.90
Implied volatility0.40

Reference data

ISIN CH1305151214
Symbol ADSYTZ
Security 130515121
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying adidas N, DE000A1EWWW0
Underlying ISIN DE000A1EWWW0
Strike 205.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 10.04.2024

Key figures

Premium 0.67%
Premium p.a. 9.84%
Leverage 7.57
Implied volatility 40.15%
Moneyness in-the-money
Leverage 6.8974
Delta 0.9116
Gamma 0.0001
Theta -0.0019
Rho 0.0024
Vega 0.0019
Fair value 0.03
Intrinsic value n.a.
Break-even 235.98
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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