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ZKB Call Warrant auf
adidas AG

ISIN: CH1305151214 Security: 130515121 Symbol: ADSYTZ Life cycle
Secondary market

Bid Price 0.50

Ask Price 0.51

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 21.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.04.2024
Key Information Document DE 10.04.2024
Key Information Document EN 10.04.2024
Key Information Document FR 10.04.2024
Key Information Document IT 10.04.2024

Price data

  Bid Ask
Price 0.50 0.51
Volume 125'000.00 125'000.00
Date/time 21.05.24 17:15 21.05.24 17:15

Current data

Last price paid 0.51
Change -3.77% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date17.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +110.42%
Year to date (YTD) n.a.
1 month 0.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue203.45
Premium0.01%
Premium p.a.0.11%
Leverage7.72
Implied volatility0.33

Reference data

ISIN CH1305151214
Symbol ADSYTZ
Security 130515121
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying adidas N, DE000A1EWWW0
Underlying ISIN DE000A1EWWW0
Strike 205.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 10.04.2024

Key figures

Premium 1.11%
Premium p.a. 10.65%
Leverage 8.93
Implied volatility 32.55%
Moneyness in-the-money
Leverage 7.7216
Delta 0.8646
Gamma 0.0002
Theta -0.0017
Rho 0.0035
Vega 0.0032
Fair value 0.05
Intrinsic value n.a.
Break-even 230.53
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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