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ZKB Call Warrant auf 2024-20.12.2024 Siemens Energy AG
Siemens Energy AG

ISIN: CH1338506822 Security: 133850682 Symbol: ENR2WZ Life cycle
Secondary market

Bid Price 0.21

Ask Price 0.22

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 04.07.2024 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 0.21 0.22
Volume 250'000.00 250'000.00
Date/time 04.07.24 17:15 04.07.24 17:15

Current data

Last price paid 0.21
Change +5.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 04.07.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date04.06.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -2.27%
Year to date (YTD) n.a.
1 month +40.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue26.25
Premium0.23%
Premium p.a.0.45%
Leverage5.03
Implied volatility0.46

Reference data

ISIN CH1338506822
Symbol ENR2WZ
Security 133850682
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Siemens Energy N, DE000ENER6Y0
Underlying ISIN DE000ENER6Y0
Strike 30.00
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 22.75%
Premium p.a. 44.65%
Leverage 11.87
Implied volatility 45.53%
Moneyness out-of-the-money
Leverage 5.0276
Delta 0.4234
Gamma 0.0047
Theta -0.0010
Rho 0.0044
Vega 0.0071
Fair value 0.22
Intrinsic value n.a.
Break-even 32.21
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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