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ZKB Call Warrant auf
adidas AG

ISIN: CH1305153236 Security: 130515323 Symbol: ADS3FZ Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.06 0.07
Volume 925'000.00 475'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.06
Change -25.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -69.05%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue230.45
Premium0.06%
Premium p.a.0.67%
Leverage20.61
Implied volatility0.26

Reference data

ISIN CH1305153236
Symbol ADS3FZ
Security 130515323
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying adidas N, DE000A1EWWW0
Underlying ISIN DE000A1EWWW0
Strike 235.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 24.04.2024

Key figures

Premium 6.42%
Premium p.a. 66.96%
Leverage 68.35
Implied volatility 25.73%
Moneyness out-of-the-money
Leverage 20.6092
Delta 0.3015
Gamma 0.0004
Theta -0.0019
Rho 0.0012
Vega 0.0048
Fair value 0.07
Intrinsic value n.a.
Break-even 238.28
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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