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ZKB Call Warrant auf
Siemens Energy AG

ISIN: CH1281031745 Security: 128103174 Symbol: ENRR7Z Life cycle
Secondary market

Bid Price 1.08

Ask Price 1.09

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.09.2023
Key Information Document DE 26.09.2023
Key Information Document EN 26.09.2023
Key Information Document FR 26.09.2023
Key Information Document IT 26.09.2023

Price data

  Bid Ask
Price 1.08 1.09
Volume 50'000.00 50'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 1.09
Change -8.40% [ -0.10 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +734.62%
Year to date (YTD) +1576.92%
1 month +98.18%
3 months +626.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue12.15
Premium0.01%
Premium p.a.0.13%
Leverage2.14
Implied volatility1.39

Reference data

ISIN CH1281031745
Symbol ENRR7Z
Security 128103174
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Siemens Energy N, DE000ENER6Y0
Underlying ISIN DE000ENER6Y0
Strike 14.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 26.09.2023

Key figures

Premium 1.02%
Premium p.a. 13.33%
Leverage 2.24
Implied volatility 139.46%
Moneyness in-the-money
Leverage 2.1378
Delta 0.9538
Gamma 0.0010
Theta -0.0017
Rho 0.0009
Vega 0.0007
Fair value 0.02
Intrinsic value n.a.
Break-even 25.07
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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