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ZKB Call Warrant auf
Stadler Rail AG

ISIN: CH1281050018 Security: 128105001 Symbol: SRA3UZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

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 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.055
Change +22.22% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -70.00%
Year to date (YTD) -73.81%
1 month +22.22%
3 months -26.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue29.85
Premium0.04%
Premium p.a.0.31%
Leverage17.61
Implied volatility0.27

Reference data

ISIN CH1281050018
Symbol SRA3UZ
Security 128105001
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 3.73%
Premium p.a. 30.93%
Leverage 49.17
Implied volatility 26.65%
Moneyness out-of-the-money
Leverage 17.6145
Delta 0.3583
Gamma 0.0154
Theta -0.0006
Rho 0.0008
Vega 0.0037
Fair value 0.06
Intrinsic value n.a.
Break-even 30.60
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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