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ZKB Call Warrant auf
Siemens Energy AG

ISIN: CH1268377434 Security: 126837743 Symbol: ENRK2Z Life cycle
redeemed

Bid Price 0.68

Ask Price 0.70

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 21.06.2024 12:00:00

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 0.68 0.70
Volume 75'000.00 75'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.70
Change -7.89% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 12:05

Life cycle

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

Performance

Perf. since issue +228.57%
Year to date (YTD) +2233.33%
1 month -2.78%
3 months +600.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue14.79
Premium0.01%
Premium p.a.0.47%
Leverage3.09
Implied volatility1.84

Reference data

ISIN CH1268377434
Symbol ENRK2Z
Security 126837743
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Siemens Energy N, DE000ENER6Y0
Underlying ISIN DE000ENER6Y0
Strike 17.00
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 0.89%
Premium p.a. 46.65%
Leverage 3.32
Implied volatility 183.55%
Moneyness in-the-money
Leverage 3.0936
Delta 0.9318
Gamma 0.0023
Theta -0.0054
Rho 0.0003
Vega 0.0004
Fair value 0.02
Intrinsic value n.a.
Break-even 24.23
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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