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ZKB Call Warrant auf
Siemens Energy AG

ISIN: CH1305135399 Security: 130513539 Symbol: ENRQYZ Life cycle
Secondary market

Bid Price 0.94

Ask Price 0.95

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 23.05.2024 02:41:26

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.94 0.95
Volume 75'000.00 75'000.00
Date/time 23.05.24 14:41 23.05.24 14:41

Current data

Last price paid 0.91
Change -10.78% [ -0.11 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +619.23%
Year to date (YTD) n.a.
1 month +175.76%
3 months +810.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue13.93
Premium0.01%
Premium p.a.0.06%
Leverage2.50
Implied volatility0.89

Reference data

ISIN CH1305135399
Symbol ENRQYZ
Security 130513539
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Siemens Energy N, DE000ENER6Y0
Underlying ISIN DE000ENER6Y0
Strike 15.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 31.01.2024

Key figures

Premium 0.60%
Premium p.a. 6.08%
Leverage 2.57
Implied volatility 89.17%
Moneyness in-the-money
Leverage 2.4959
Delta 0.9696
Gamma 0.0010
Theta -0.0008
Rho 0.0014
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 24.44
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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