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ZKB Put Warrant auf
Siemens Energy AG

ISIN: CH1281050760 Security: 128105076 Symbol: ENRG0Z Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 23.05.2024 01:03:03

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 23.05.24 13:03 23.05.24 13:03

Current data

Last price paid 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -83.33%
Year to date (YTD) -82.61%
1 month n.a.
3 months -71.43%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue11.45
Premium0.52%
Premium p.a.0.84%
Leverage3.36
Implied volatility0.70

Reference data

ISIN CH1281050760
Symbol ENRG0Z
Security 128105076
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Siemens Energy N, DE000ENER6Y0
Underlying ISIN DE000ENER6Y0
Strike 12.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 08.12.2023

Key figures

Premium 52.30%
Premium p.a. 83.72%
Leverage 60.21
Implied volatility 70.31%
Moneyness out-of-the-money
Leverage 3.3575
Delta -0.0558
Gamma 0.0008
Theta -0.0003
Rho -0.0011
Vega 0.0021
Fair value 0.04
Intrinsic value n.a.
Break-even 11.60
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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