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ZKB Put Warrant auf
Siemens Energy AG

ISIN: CH1305135472 Security: 130513547 Symbol: ENREHZ Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

Date/time (delayed) 23.05.2024 05:15:00

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 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.06
Change +20.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date07.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -72.92%
Year to date (YTD) n.a.
1 month -45.45%
3 months -73.91%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue13.93
Premium0.46%
Premium p.a.0.73%
Leverage3.22
Implied volatility0.68

Reference data

ISIN CH1305135472
Symbol ENREHZ
Security 130513547
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Siemens Energy N, DE000ENER6Y0
Underlying ISIN DE000ENER6Y0
Strike 14.00
C/P type put
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 45.69%
Premium p.a. 73.15%
Leverage 37.41
Implied volatility 67.51%
Moneyness out-of-the-money
Leverage 3.2178
Delta -0.0860
Gamma 0.0012
Theta -0.0004
Rho -0.0017
Vega 0.0030
Fair value 0.07
Intrinsic value n.a.
Break-even 13.34
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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