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ZKB Call Warrant auf
Siemens Energy AG

ISIN: CH1268377467 Security: 126837746 Symbol: ENRFDZ Life cycle
Secondary market

Bid Price 0.33

Ask Price 0.34

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 17.06.2024 01:08:40

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 07.07.2023
Key Information Document DE 07.07.2023
Key Information Document EN 07.07.2023
Key Information Document FR 07.07.2023
Key Information Document IT 07.07.2023

Price data

  Bid Ask
Price 0.33 0.34
Volume 175'000.00 175'000.00
Date/time 17.06.24 13:08 17.06.24 13:08

Current data

Last price paid 0.32
Change -8.57% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +150.00%
Year to date (YTD) +1500.00%
1 month -27.27%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue14.79
Premium0.01%
Premium p.a.0.23%
Leverage6.16
Implied volatility0.71

Reference data

ISIN CH1268377467
Symbol ENRFDZ
Security 126837746
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Siemens Energy N, DE000ENER6Y0
Underlying ISIN DE000ENER6Y0
Strike 20.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 07.07.2023

Key figures

Premium 0.69%
Premium p.a. 23.04%
Leverage 6.83
Implied volatility 70.85%
Moneyness in-the-money
Leverage 6.1587
Delta 0.9014
Gamma 0.0064
Theta -0.0023
Rho 0.0005
Vega 0.0007
Fair value 0.02
Intrinsic value n.a.
Break-even 23.40
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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