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ZKB Call Warrant auf
EMS-CHEMIE HOLDING AG

ISIN: CH1268372526 Security: 126837252 Symbol: EMSG1Z Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.08.2023
Key Information Document DE 15.08.2023
Key Information Document EN 15.08.2023
Key Information Document FR 15.08.2023
Key Information Document IT 15.08.2023

Price data

  Bid Ask
Price 0.05 0.06
Volume 1'000'000.00 500'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.06
Change -7.69% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date21.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -63.33%
Year to date (YTD) 0.00%
1 month 0.00%
3 months +200.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue710.75
Premium0.03%
Premium p.a.0.37%
Leverage17.78
Implied volatility0.26

Reference data

ISIN CH1268372526
Symbol EMSG1Z
Security 126837252
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying EMS-CHEM HLDG N, CH0016440353
Underlying ISIN CH0016440353
Strike 735.41
C/P type call
Subscription ratio 397.46
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 397.4562
Value day 14.06.2023

Key figures

Premium 2.83%
Premium p.a. 36.94%
Leverage 33.68
Implied volatility 25.78%
Moneyness in-the-money
Leverage 17.7769
Delta 0.5278
Gamma 0.0000
Theta -0.0010
Rho 0.0007
Vega 0.0020
Fair value 0.05
Intrinsic value n.a.
Break-even 762.00
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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