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ZKB Put Warrant auf
Stadler Rail AG

ISIN: CH1268392524 Security: 126839252 Symbol: SRAN2Z Life cycle
Secondary market

Bid Price 0.53

Ask Price 0.54

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.09.2023
Key Information Document DE 21.09.2023
Key Information Document EN 21.09.2023
Key Information Document FR 21.09.2023
Key Information Document IT 21.09.2023

Price data

  Bid Ask
Price 0.53 0.54
Volume 100'000.00 100'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.54
Change -3.57% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +67.19%
Year to date (YTD) -3.57%
1 month -23.94%
3 months -26.03%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue35.53
Premium0.03%
Premium p.a.0.08%
Leverage4.85
Implied volatility0.20

Reference data

ISIN CH1268392524
Symbol SRAN2Z
Security 126839252
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Stadler Rail N, CH0002178181
Underlying ISIN CH0002178181
Strike 34.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 21.09.2023

Key figures

Premium 2.88%
Premium p.a. 7.79%
Leverage 5.51
Implied volatility 19.91%
Moneyness in-the-money
Leverage 4.8458
Delta -0.8788
Gamma 0.0045
Theta -0.0007
Rho -0.0116
Vega 0.0029
Fair value 0.09
Intrinsic value n.a.
Break-even 28.65
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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