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ZKB Call Warrant auf
Stadler Rail AG

ISIN: CH1305146404 Security: 130514640 Symbol: SRAYZZ Life cycle
Secondary market

Bid Price 0.14

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.03.2024
Key Information Document DE 19.03.2024
Key Information Document EN 19.03.2024
Key Information Document FR 19.03.2024
Key Information Document IT 19.03.2024

Price data

  Bid Ask
Price 0.14 0.15
Volume 375'000.00 375'000.00
Date/time 04.06.24 17:15 04.06.24 17:15

Current data

Last price paid 0.15
Change -6.25% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -14.71%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue28.00
Premium0.13%
Premium p.a.0.16%
Leverage7.56
Implied volatility0.23

Reference data

ISIN CH1305146404
Symbol SRAYZZ
Security 130514640
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Stadler Rail N, CH0002178181
Underlying ISIN CH0002178181
Strike 30.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.03.2024

Key figures

Premium 13.49%
Premium p.a. 16.52%
Leverage 17.94
Implied volatility 22.72%
Moneyness out-of-the-money
Leverage 7.5105
Delta 0.4188
Gamma 0.0068
Theta -0.0004
Rho 0.0082
Vega 0.0098
Fair value 0.16
Intrinsic value n.a.
Break-even 31.55
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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