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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 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 27.06.2024 10:41:19

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 0.07 0.08
Volume 725'000.00 375'000.00
Date/time 27.06.24 10:41 27.06.24 10:41

Current data

Last price paid 0.08
Change +6.67% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.06.2024 17:20

Life cycle

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

Performance

Perf. since issue -33.33%
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 price0.12
Underlying price on issue26.26
Premium0.66%
Premium p.a.0.66%
Leverage5.37
Implied volatility0.41

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 66.47%
Premium p.a. 66.47%
Leverage 29.41
Implied volatility 40.82%
Moneyness out-of-the-money
Leverage 5.3706
Delta 0.1826
Gamma 0.0028
Theta -0.0004
Rho 0.0035
Vega 0.0062
Fair value 0.08
Intrinsic value n.a.
Break-even 40.83
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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