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ZKB Call Warrant auf
Adecco Group AG

ISIN: CH1268381550 Security: 126838155 Symbol: ADENJZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 450'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 09.08.2023
Key Information Document DE 09.08.2023
Key Information Document EN 09.08.2023
Key Information Document FR 09.08.2023
Key Information Document IT 09.08.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 450'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 04.03.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date16.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.42%
Year to date (YTD) -91.67%
1 month n.a.
3 months -92.86%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue37.73
Premium0.18%
Premium p.a.1.87%
Leverage22.55
Implied volatility0.34

Reference data

ISIN CH1268381550
Symbol ADENJZ
Security 126838155
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Adecco Group N, CH0012138605
Underlying ISIN CH0012138605
Strike 42.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 09.08.2023

Key figures

Premium 17.96%
Premium p.a. 187.25%
Leverage 324.55
Implied volatility 33.92%
Moneyness out-of-the-money
Leverage 22.5501
Delta 0.0695
Gamma 0.0018
Theta -0.0004
Rho 0.0001
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 42.11
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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