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ZKB Put Warrant auf
Stadler Rail AG

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

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 04.06.2024 05:15:01

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 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 04.06.24 17:15 04.06.24 17:15

Current data

Last price paid 0.11
Change +10.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 04.06.2024 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 -52.78%
Year to date (YTD) -31.25%
1 month -31.25%
3 months -42.11%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue29.85
Premium0.01%
Premium p.a.0.20%
Leverage15.59
Implied volatility0.25

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 2.25%
Premium p.a. 32.83%
Leverage 33.70
Implied volatility 25.27%
Moneyness in-the-money
Leverage 17.6594
Delta -0.5241
Gamma 0.0216
Theta -0.0014
Rho -0.0011
Vega 0.0029
Fair value 0.06
Intrinsic value n.a.
Break-even 27.17
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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