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ZKB Call Warrant auf
Siemens Energy AG

ISIN: CH1338497386 Security: 133849738 Symbol: ENRZ2Z Life cycle
Secondary market

Bid Price 0.35

Ask Price 0.36

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.35 0.36
Volume 150'000.00 150'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.36
Change -7.69% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +610.00%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue19.89
Premium0.02%
Premium p.a.0.21%
Leverage5.59
Implied volatility0.50

Reference data

ISIN CH1338497386
Symbol ENRZ2Z
Security 133849738
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Siemens Energy N, DE000ENER6Y0
Underlying ISIN DE000ENER6Y0
Strike 22.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 06.05.2024

Key figures

Premium 2.39%
Premium p.a. 20.77%
Leverage 6.95
Implied volatility 50.32%
Moneyness in-the-money
Leverage 5.5937
Delta 0.8050
Gamma 0.0065
Theta -0.0016
Rho 0.0019
Vega 0.0023
Fair value 0.06
Intrinsic value n.a.
Break-even 25.60
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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