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

ISIN: CH1338509305 Security: 133850930 Symbol: ENRHEZ 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) 21.06.2024 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 0.21 0.22
Volume 250'000.00 250'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.21
Change +10.53% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date14.06.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -14.00%
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 price0.25
Underlying price on issue23.01
Premium0.16%
Premium p.a.0.30%
Leverage3.49
Implied volatility0.48

Reference data

ISIN CH1338509305
Symbol ENRHEZ
Security 133850930
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Siemens Energy N, DE000ENER6Y0
Underlying ISIN DE000ENER6Y0
Strike 22.00
C/P type put
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 16.42%
Premium p.a. 30.12%
Leverage 10.50
Implied volatility 47.95%
Moneyness out-of-the-money
Leverage 3.4870
Delta -0.3321
Gamma 0.0045
Theta -0.0006
Rho -0.0053
Vega 0.0061
Fair value 0.22
Intrinsic value n.a.
Break-even 19.75
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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