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ZKB Call Warrant auf
Adecco Group AG

ISIN: CH1268380081 Security: 126838008 Symbol: ADE0AZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 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 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 03.04.2024 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 -81.25%
Year to date (YTD) -91.67%
1 month -50.00%
3 months -90.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue34.68
Premium0.11%
Premium p.a.0.99%
Leverage20.15
Implied volatility0.29

Reference data

ISIN CH1268380081
Symbol ADE0AZ
Security 126838008
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Adecco Group N, CH0012138605
Underlying ISIN CH0012138605
Strike 40.00
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 11.45%
Premium p.a. 99.50%
Leverage 120.53
Implied volatility 28.81%
Moneyness out-of-the-money
Leverage 20.1497
Delta 0.1672
Gamma 0.0035
Theta -0.0005
Rho 0.0003
Vega 0.0015
Fair value 0.02
Intrinsic value n.a.
Break-even 40.30
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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