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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 0.43

Ask Price 0.44

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 05.07.2024 05:15:01

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 0.43 0.44
Volume 125'000.00 125'000.00
Date/time 05.07.24 17:15 05.07.24 17:15

Current data

Last price paid 0.43
Change +2.38% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 05.07.2024 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 +55.36%
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
Premium0.23%
Premium p.a.0.24%
Leverage3.33
Implied volatility0.47

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 23.44%
Premium p.a. 24.44%
Leverage 5.88
Implied volatility 46.82%
Moneyness out-of-the-money
Leverage 3.3327
Delta 0.5670
Gamma 0.0048
Theta -0.0008
Rho 0.0091
Vega 0.0098
Fair value 0.44
Intrinsic value n.a.
Break-even 32.48
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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