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ZKB Put Warrant auf
Adecco Group AG

ISIN: CH1268380131 Security: 126838013 Symbol: ADET0Z Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.05.2024 04:14:38

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 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 21.05.24 16:14 21.05.24 16:14

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 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 -89.47%
Year to date (YTD) -58.33%
1 month -86.84%
3 months -73.68%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue34.68
Premium0.06%
Premium p.a.0.59%
Leverage21.15
Implied volatility0.24

Reference data

ISIN CH1268380131
Symbol ADET0Z
Security 126838013
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Adecco Group N, CH0012138605
Underlying ISIN CH0012138605
Strike 34.00
C/P type put
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 6.15%
Premium p.a. 59.03%
Leverage 89.50
Implied volatility 24.14%
Moneyness out-of-the-money
Leverage 21.1463
Delta -0.2363
Gamma 0.0055
Theta -0.0005
Rho -0.0005
Vega 0.0018
Fair value 0.02
Intrinsic value n.a.
Break-even 33.60
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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