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ZKB Call Warrant auf
Stadler Rail AG

ISIN: CH1268392474 Security: 126839247 Symbol: SRANFZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

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 21.09.2023
Key Information Document DE 21.09.2023
Key Information Document EN 21.09.2023
Key Information Document FR 21.09.2023
Key Information Document IT 21.09.2023

Price data

  Bid Ask
Price 0.01 0.02
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 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.04.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -95.16%
Year to date (YTD) -71.43%
1 month -20.00%
3 months -33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue35.53
Premium0.31%
Premium p.a.0.93%
Leverage13.92
Implied volatility0.30

Reference data

ISIN CH1268392474
Symbol SRANFZ
Security 126839247
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 21.09.2023

Key figures

Premium 30.98%
Premium p.a. 93.45%
Leverage 184.00
Implied volatility 29.76%
Moneyness out-of-the-money
Leverage 13.9206
Delta 0.0757
Gamma 0.0030
Theta -0.0003
Rho 0.0006
Vega 0.0023
Fair value 0.02
Intrinsic value n.a.
Break-even 36.15
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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