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ZKB Call Warrant auf
Stadler Rail AG

ISIN: CH1281048897 Security: 128104889 Symbol: SRADYZ Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 29.05.2024 11:08:14

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 29.05.24 11:08 29.05.24 11:08

Current data

Last price paid 0.075
Change -21.05% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -63.16%
Year to date (YTD) -62.50%
1 month +7.14%
3 months -21.05%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue29.85
Premium0.18%
Premium p.a.0.30%
Leverage9.98
Implied volatility0.23

Reference data

ISIN CH1281048897
Symbol SRADYZ
Security 128104889
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Stadler Rail N, CH0002178181
Underlying ISIN CH0002178181
Strike 32.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 08.12.2023

Key figures

Premium 18.48%
Premium p.a. 30.38%
Leverage 39.43
Implied volatility 23.44%
Moneyness out-of-the-money
Leverage 9.9839
Delta 0.2532
Gamma 0.0063
Theta -0.0004
Rho 0.0038
Vega 0.0069
Fair value 0.07
Intrinsic value n.a.
Break-even 32.70
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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