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ZKB Call Warrant auf
EMS-CHEMIE HOLDING AG

ISIN: CH1268387375 Security: 126838737 Symbol: EMS3SZ Life cycle
Secondary market

Bid Price 0.70

Ask Price 0.71

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 29.05.2024 10:08:52

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.09.2023
Key Information Document DE 11.09.2023
Key Information Document EN 11.09.2023
Key Information Document FR 11.09.2023
Key Information Document IT 11.09.2023

Price data

  Bid Ask
Price 0.70 0.71
Volume 75'000.00 75'000.00
Date/time 29.05.24 10:08 29.05.24 10:08

Current data

Last price paid 0.68
Change -11.69% [ -0.09 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +54.44%
Year to date (YTD) +61.90%
1 month +13.33%
3 months +580.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.45
Underlying price on issue654.75
Premium0.00%
Premium p.a.0.04%
Leverage9.95
Implied volatility0.23

Reference data

ISIN CH1268387375
Symbol EMS3SZ
Security 126838737
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying EMS-CHEM HLDG N, CH0016440353
Underlying ISIN CH0016440353
Strike 680.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 11.09.2023

Key figures

Premium 0.33%
Premium p.a. 4.07%
Leverage 10.75
Implied volatility 23.45%
Moneyness in-the-money
Leverage 9.9482
Delta 0.9256
Gamma 0.0000
Theta -0.0014
Rho 0.0051
Vega 0.0030
Fair value 0.02
Intrinsic value n.a.
Break-even 749.50
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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