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ZKB Call Warrant auf
Stadler Rail AG

ISIN: CH1281050471 Security: 128105047 Symbol: SRAQSZ Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

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

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 0.13 0.14
Volume 400'000.00 400'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.14
Change +7.69% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume 3'800.00 Unit
Date/time 15.05.2024 17:15

Life cycle

Fixing20.09.2024
Settlement date15.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -43.75%
Year to date (YTD) -44.00%
1 month +55.56%
3 months +27.27%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue29.85
Premium0.06%
Premium p.a.0.17%
Leverage9.50
Implied volatility0.26

Reference data

ISIN CH1281050471
Symbol SRAQSZ
Security 128105047
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 08.12.2023

Key figures

Premium 6.27%
Premium p.a. 16.96%
Leverage 21.85
Implied volatility 25.97%
Moneyness out-of-the-money
Leverage 9.4957
Delta 0.4345
Gamma 0.0089
Theta -0.0005
Rho 0.0032
Vega 0.0068
Fair value 0.14
Intrinsic value n.a.
Break-even 31.35
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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