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ZKB Put Warrant auf
Stadler Rail AG

ISIN: CH1281048996 Security: 128104899 Symbol: SRAMQZ Life cycle
Secondary market

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 600'000.00

Volume 300'000.00

Date/time (delayed) 11.06.2024 12:09:44

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 0.085 0.095
Volume 600'000.00 300'000.00
Date/time 11.06.24 12:09 11.06.24 12:09

Current data

Last price paid 0.09
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -50.00%
Year to date (YTD) -43.75%
1 month 0.00%
3 months -55.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue29.85
Premium0.02%
Premium p.a.0.35%
Leverage18.08
Implied volatility0.28

Reference data

ISIN CH1281048996
Symbol SRAMQZ
Security 128104899
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Stadler Rail N, CH0002178181
Underlying ISIN CH0002178181
Strike 28.00
C/P type put
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 1.63%
Premium p.a. 35.07%
Leverage 30.61
Implied volatility 27.70%
Moneyness in-the-money
Leverage 18.0786
Delta -0.5906
Gamma 0.0235
Theta -0.0018
Rho -0.0008
Vega 0.0023
Fair value 0.05
Intrinsic value n.a.
Break-even 27.10
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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