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ZKB Put Warrant auf
Adecco Group AG

ISIN: CH1338501856 Security: 133850185 Symbol: ADEOHZ 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) 26.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.05.2024
Key Information Document DE 15.05.2024
Key Information Document EN 15.05.2024
Key Information Document FR 15.05.2024
Key Information Document IT 15.05.2024

Price data

  Bid Ask
Price 0.19 0.20
Volume 275'000.00 275'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.17
Change +6.25% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +143.75%
Year to date (YTD) n.a.
1 month +88.89%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue35.86
Premium0.06%
Premium p.a.0.11%
Leverage4.25
Implied volatility0.32

Reference data

ISIN CH1338501856
Symbol ADEOHZ
Security 133850185
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 15.05.2024

Key figures

Premium 6.02%
Premium p.a. 11.33%
Leverage 7.67
Implied volatility 32.32%
Moneyness in-the-money
Leverage 4.2452
Delta -0.5537
Gamma 0.0028
Theta -0.0003
Rho -0.0054
Vega 0.0043
Fair value 0.09
Intrinsic value n.a.
Break-even 28.10
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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