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ZKB Call Warrant auf 2024-20.06.2025 Siemens Energy AG
Siemens Energy AG

ISIN: CH1338506897 Security: 133850689 Symbol: ENRFCZ Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 12.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 28.05.2024
Key Information Document DE 28.05.2024
Key Information Document EN 28.05.2024
Key Information Document FR 28.05.2024
Key Information Document IT 28.05.2024

Price data

  Bid Ask
Price 0.15 0.16
Volume 350'000.00 350'000.00
Date/time 12.07.24 17:15 12.07.24 17:15

Current data

Last price paid 0.15
Change +15.38% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume 10'000.00 Unit
Date/time 11.07.2024 17:15

Life cycle

Fixing20.06.2025
Settlement date04.06.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +29.17%
Year to date (YTD) n.a.
1 month +87.50%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue26.26
Premium0.50%
Premium p.a.0.52%
Leverage4.80
Implied volatility0.42

Reference data

ISIN CH1338506897
Symbol ENRFCZ
Security 133850689
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Siemens Energy N, DE000ENER6Y0
Underlying ISIN DE000ENER6Y0
Strike 40.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 28.05.2024

Key figures

Premium 49.87%
Premium p.a. 52.01%
Leverage 17.46
Implied volatility 42.06%
Moneyness out-of-the-money
Leverage 4.7988
Delta 0.2749
Gamma 0.0030
Theta -0.0006
Rho 0.0056
Vega 0.0088
Fair value 0.16
Intrinsic value n.a.
Break-even 41.59
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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