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ZKB Call Warrant auf
Emmi AG

ISIN: CH1268381725 Security: 126838172 Symbol: EMM4BZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 09.08.2023
Key Information Document DE 09.08.2023
Key Information Document EN 09.08.2023
Key Information Document FR 09.08.2023
Key Information Document IT 09.08.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 250'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date16.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -91.30%
Year to date (YTD) -86.11%
1 month n.a.
3 months -64.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue861.00
Premium0.11%
Premium p.a.1.48%
Leverage33.20
Implied volatility0.25

Reference data

ISIN CH1268381725
Symbol EMM4BZ
Security 126838172
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Emmi N, CH0012829898
Underlying ISIN CH0012829898
Strike 1'000.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 09.08.2023

Key figures

Premium 11.33%
Premium p.a. 147.74%
Leverage 450.00
Implied volatility 25.30%
Moneyness out-of-the-money
Leverage 33.1969
Delta 0.0738
Gamma 0.0000
Theta -0.0016
Rho 0.0005
Vega 0.0035
Fair value 0.02
Intrinsic value n.a.
Break-even 1'002.00
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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