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ZKB Put Warrant auf
Stadler Rail AG

ISIN: CH1305146420 Security: 130514642 Symbol: SRAZNZ Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 16.05.2024 09:50:48

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 0.15 0.16
Volume 350'000.00 350'000.00
Date/time 16.05.24 09:50 16.05.24 09:50

Current data

Last price paid 0.16
Change -5.88% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 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 -29.55%
Year to date (YTD) n.a.
1 month -30.43%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue28.00
Premium0.17%
Premium p.a.0.20%
Leverage5.34
Implied volatility0.28

Reference data

ISIN CH1305146420
Symbol SRAZNZ
Security 130514642
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Stadler Rail N, CH0002178181
Underlying ISIN CH0002178181
Strike 26.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.03.2024

Key figures

Premium 17.26%
Premium p.a. 19.94%
Leverage 19.06
Implied volatility 27.91%
Moneyness out-of-the-money
Leverage 5.3367
Delta -0.2799
Gamma 0.0043
Theta -0.0004
Rho -0.0084
Vega 0.0091
Fair value 0.16
Intrinsic value n.a.
Break-even 24.45
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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