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ZKB Call Warrant auf
Stadler Rail AG

ISIN: CH1281048947 Security: 128104894 Symbol: SRA6VZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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 0.02 0.03
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 0.03
Change -14.29% [ -0.01 ]
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 -72.22%
Year to date (YTD) -68.42%
1 month 0.00%
3 months -25.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue29.85
Premium0.31%
Premium p.a.0.52%
Leverage11.80
Implied volatility0.25

Reference data

ISIN CH1281048947
Symbol SRA6VZ
Security 128104894
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 08.12.2023

Key figures

Premium 31.34%
Premium p.a. 51.53%
Leverage 110.40
Implied volatility 24.50%
Moneyness out-of-the-money
Leverage 11.7963
Delta 0.1069
Gamma 0.0035
Theta -0.0002
Rho 0.0016
Vega 0.0040
Fair value 0.03
Intrinsic value n.a.
Break-even 36.25
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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