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ZKB Put Warrant auf
adidas AG

ISIN: CH1305153269 Security: 130515326 Symbol: ADS5NZ Life cycle
Secondary market

Bid Price 0.50

Ask Price 0.51

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 21.06.2024 01:15:38

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.50 0.51
Volume 125'000.00 125'000.00
Date/time 21.06.24 13:15 21.06.24 13:15

Current data

Last price paid 0.47
Change -9.62% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date02.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +5.32%
Year to date (YTD) n.a.
1 month +9.30%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.47
Underlying price on issue230.50
Premium0.06%
Premium p.a.0.11%
Leverage4.30
Implied volatility0.33

Reference data

ISIN CH1305153269
Symbol ADS5NZ
Security 130515326
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying adidas N, DE000A1EWWW0
Underlying ISIN DE000A1EWWW0
Strike 230.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 24.04.2024

Key figures

Premium 5.98%
Premium p.a. 10.96%
Leverage 8.36
Implied volatility 32.96%
Moneyness in-the-money
Leverage 4.3013
Delta -0.5147
Gamma 0.0002
Theta -0.0008
Rho -0.0143
Vega 0.0122
Fair value 0.25
Intrinsic value n.a.
Break-even 204.03
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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