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

ISIN: CH1338508588 Security: 133850858 Symbol: ENRDNZ Life cycle
Secondary market

Bid Price 0.32

Ask Price 0.33

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 27.06.2024 09:20:16

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 07.06.2024
Key Information Document DE 07.06.2024
Key Information Document EN 07.06.2024
Key Information Document FR 07.06.2024
Key Information Document IT 07.06.2024

Price data

  Bid Ask
Price 0.32 0.33
Volume 175'000.00 175'000.00
Date/time 27.06.24 09:20 27.06.24 09:20

Current data

Last price paid 0.32
Change +6.67% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.06.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date14.06.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +16.07%
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 price0.28
Underlying price on issue22.95
Premium0.28%
Premium p.a.0.28%
Leverage3.62
Implied volatility0.45

Reference data

ISIN CH1338508588
Symbol ENRDNZ
Security 133850858
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Siemens Energy N, DE000ENER6Y0
Underlying ISIN DE000ENER6Y0
Strike 28.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 07.06.2024

Key figures

Premium 28.22%
Premium p.a. 28.22%
Leverage 7.23
Implied volatility 44.61%
Moneyness out-of-the-money
Leverage 3.6208
Delta 0.5010
Gamma 0.0038
Theta -0.0007
Rho 0.0085
Vega 0.0094
Fair value 0.33
Intrinsic value n.a.
Break-even 31.39
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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