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ZKB Call Warrant auf
EMS-CHEMIE HOLDING AG

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

Bid Price 0.52

Ask Price 0.53

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 10.06.2024 05:15:01

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 0.52 0.53
Volume 100'000.00 100'000.00
Date/time 10.06.24 17:15 10.06.24 17:15

Current data

Last price paid 0.53
Change -5.36% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.06.2024 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 +16.67%
Year to date (YTD) +26.19%
1 month -40.45%
3 months +523.53%
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.0.03%
Leverage13.35
Implied volatility0.19

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 0.14%
Premium p.a. 2.77%
Leverage 13.93
Implied volatility 19.23%
Moneyness in-the-money
Leverage 13.3523
Delta 0.9583
Gamma 0.0000
Theta -0.0010
Rho 0.0032
Vega 0.0014
Fair value 0.01
Intrinsic value n.a.
Break-even 732.50
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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