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ZKB Call Warrant auf
Adecco Group AG

ISIN: CH1268380099 Security: 126838009 Symbol: ADEXBZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 24.05.2024 09:12:54

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 27.07.2023
Key Information Document DE 27.07.2023
Key Information Document EN 27.07.2023
Key Information Document FR 27.07.2023
Key Information Document IT 27.07.2023

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 09:12 24.05.24 09:12

Current data

Last price paid 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date04.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -69.23%
Year to date (YTD) -85.71%
1 month +100.00%
3 months -57.89%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue34.68
Premium0.05%
Premium p.a.0.49%
Leverage17.99
Implied volatility0.26

Reference data

ISIN CH1268380099
Symbol ADEXBZ
Security 126838009
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Adecco Group N, CH0012138605
Underlying ISIN CH0012138605
Strike 37.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 27.07.2023

Key figures

Premium 4.83%
Premium p.a. 48.92%
Leverage 45.08
Implied volatility 26.06%
Moneyness out-of-the-money
Leverage 17.9886
Delta 0.3991
Gamma 0.0065
Theta -0.0008
Rho 0.0007
Vega 0.0022
Fair value 0.04
Intrinsic value n.a.
Break-even 37.80
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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