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ZKB Put Warrant auf
Stadler Rail AG

ISIN: CH1281049085 Security: 128104908 Symbol: SRAHPZ Life cycle
Secondary market

Bid Price 0.22

Ask Price 0.23

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 10.06.2024 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 0.22 0.23
Volume 250'000.00 250'000.00
Date/time 10.06.24 17:15 10.06.24 17:15

Current data

Last price paid 0.23
Change -4.17% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.06.2024 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 -16.67%
Year to date (YTD) 0.00%
1 month +9.52%
3 months -17.86%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue29.85
Premium0.07%
Premium p.a.0.12%
Leverage5.78
Implied volatility0.26

Reference data

ISIN CH1281049085
Symbol SRAHPZ
Security 128104908
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 6.70%
Premium p.a. 11.65%
Leverage 12.27
Implied volatility 26.03%
Moneyness in-the-money
Leverage 5.7819
Delta -0.4714
Gamma 0.0073
Theta -0.0005
Rho -0.0088
Vega 0.0083
Fair value 0.19
Intrinsic value n.a.
Break-even 25.75
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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