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ZKB Put Warrant auf
Stadler Rail AG

ISIN: CH1281035258 Security: 128103525 Symbol: SRAIBZ Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 0.23 0.24
Volume 225'000.00 225'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.24
Change -4.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -21.67%
Year to date (YTD) -20.00%
1 month -35.14%
3 months -40.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue31.20
Premium0.06%
Premium p.a.0.17%
Leverage7.16
Implied volatility0.23

Reference data

ISIN CH1281035258
Symbol SRAIBZ
Security 128103525
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Stadler Rail N, CH0002178181
Underlying ISIN CH0002178181
Strike 30.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.10.2023

Key figures

Premium 6.27%
Premium p.a. 16.96%
Leverage 12.55
Implied volatility 23.50%
Moneyness in-the-money
Leverage 7.1588
Delta -0.5703
Gamma 0.0089
Theta -0.0009
Rho -0.0071
Vega 0.0068
Fair value 0.19
Intrinsic value n.a.
Break-even 27.65
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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