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ZKB Put Warrant auf
Stadler Rail AG

ISIN: CH1281049028 Security: 128104902 Symbol: SRA5BZ Life cycle
Secondary market

Bid Price 0.18

Ask Price 0.19

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 29.05.2024 10:05:54

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 0.18 0.19
Volume 300'000.00 300'000.00
Date/time 29.05.24 10:05 29.05.24 10:05

Current data

Last price paid 0.18
Change +5.88% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date15.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -19.57%
Year to date (YTD) -14.29%
1 month -30.77%
3 months -33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue29.85
Premium0.05%
Premium p.a.0.16%
Leverage7.29
Implied volatility0.27

Reference data

ISIN CH1281049028
Symbol SRA5BZ
Security 128104902
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 5.42%
Premium p.a. 16.36%
Leverage 14.95
Implied volatility 27.36%
Moneyness in-the-money
Leverage 7.2916
Delta -0.4878
Gamma 0.0092
Theta -0.0007
Rho -0.0051
Vega 0.0063
Fair value 0.15
Intrinsic value n.a.
Break-even 26.15
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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