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ZKB Call Warrant auf
Adecco Group AG

ISIN: CH1268380065 Security: 126838006 Symbol: ADEF6Z Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

Date/time (delayed) 23.05.2024 05:15:00

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 0.09 0.10
Volume 575'000.00 300'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.09
Change -10.00% [ -0.01 ]
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 -47.22%
Year to date (YTD) -75.00%
1 month +200.00%
3 months -40.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue34.68
Premium0.02%
Premium p.a.0.24%
Leverage12.39
Implied volatility0.29

Reference data

ISIN CH1268380065
Symbol ADEF6Z
Security 126838006
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Adecco Group N, CH0012138605
Underlying ISIN CH0012138605
Strike 35.00
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 2.33%
Premium p.a. 23.62%
Leverage 18.98
Implied volatility 28.53%
Moneyness in-the-money
Leverage 12.3873
Delta 0.6527
Gamma 0.0057
Theta -0.0009
Rho 0.0011
Vega 0.0021
Fair value 0.04
Intrinsic value n.a.
Break-even 36.90
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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