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ZKB Call Warrant auf
Stadler Rail AG

ISIN: CH1268376774 Security: 126837677 Symbol: SRAG4Z 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) 29.05.2024 10:05:55

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 30.06.2023
Key Information Document DE 30.06.2023
Key Information Document EN 30.06.2023
Key Information Document FR 30.06.2023
Key Information Document IT 30.06.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 10:05 29.05.24 10:02

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 15.03.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.43%
Year to date (YTD) -62.50%
1 month n.a.
3 months -75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue34.68
Premium0.31%
Premium p.a.3.75%
Leverage15.67
Implied volatility0.55

Reference data

ISIN CH1268376774
Symbol SRAG4Z
Security 126837677
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Stadler Rail N, CH0002178181
Underlying ISIN CH0002178181
Strike 36.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 30.06.2023

Key figures

Premium 30.80%
Premium p.a. 374.70%
Leverage 276.00
Implied volatility 55.48%
Moneyness out-of-the-money
Leverage 15.6676
Delta 0.0568
Gamma 0.0026
Theta -0.0008
Rho 0.0001
Vega 0.0009
Fair value 0.01
Intrinsic value n.a.
Break-even 36.10
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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