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ZKB Call Warrant auf
Adyen N.V.

ISIN: CH1305153277 Security: 130515327 Symbol: ADYZOZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 30.05.2024 09:18:33

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 30.05.24 09:18 30.05.24 09:18

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 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 -90.00%
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 price0.10
Underlying price on issue1'421.20
Premium0.30%
Premium p.a.3.72%
Leverage12.14
Implied volatility0.66

Reference data

ISIN CH1305153277
Symbol ADYZOZ
Security 130515327
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Adyen, NL0012969182
Underlying ISIN NL0012969182
Strike 1'500.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 1000
Value day 24.04.2024

Key figures

Premium 29.56%
Premium p.a. 372.07%
Leverage 114.65
Implied volatility 65.87%
Moneyness out-of-the-money
Leverage 12.1378
Delta 0.1059
Gamma 0.0000
Theta -0.0007
Rho 0.0001
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 1'510.17
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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