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ZKB Put Warrant auf
Siemens Energy AG

ISIN: CH1305154044 Security: 130515404 Symbol: ENRV1Z Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

Date/time (delayed) 24.06.2024 09:16:46

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.09 0.10
Volume 575'000.00 300'000.00
Date/time 24.06.24 09:16 24.06.24 09:16

Current data

Last price paid 0.10
Change +11.11% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date02.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -56.25%
Year to date (YTD) n.a.
1 month -9.09%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue17.81
Premium0.28%
Premium p.a.0.52%
Leverage3.80
Implied volatility0.54

Reference data

ISIN CH1305154044
Symbol ENRV1Z
Security 130515404
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Siemens Energy N, DE000ENER6Y0
Underlying ISIN DE000ENER6Y0
Strike 18.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 24.04.2024

Key figures

Premium 28.47%
Premium p.a. 52.23%
Leverage 21.51
Implied volatility 54.20%
Moneyness out-of-the-money
Leverage 3.7950
Delta -0.1764
Gamma 0.0029
Theta -0.0005
Rho -0.0027
Vega 0.0043
Fair value 0.11
Intrinsic value n.a.
Break-even 16.90
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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