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ZKB Call Warrant auf
Adyen N.V.

ISIN: CH1281050489 Security: 128105048 Symbol: ADYVSZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

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 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.03 0.04
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 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -70.83%
Year to date (YTD) -57.89%
1 month -80.00%
3 months -84.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue1'195.70
Premium0.09%
Premium p.a.0.80%
Leverage12.33
Implied volatility0.38

Reference data

ISIN CH1281050489
Symbol ADYVSZ
Security 128105048
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Adyen, NL0012969182
Underlying ISIN NL0012969182
Strike 1'320.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 1000
Value day 08.12.2023

Key figures

Premium 9.21%
Premium p.a. 80.01%
Leverage 34.99
Implied volatility 37.98%
Moneyness out-of-the-money
Leverage 12.3315
Delta 0.3524
Gamma 0.0000
Theta -0.0007
Rho 0.0005
Vega 0.0015
Fair value 0.04
Intrinsic value n.a.
Break-even 1'355.47
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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