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ZKB Call Warrant auf
Emmi AG

ISIN: CH1268390015 Security: 126839001 Symbol: EMMF3Z Life cycle
Secondary market

Bid Price 0.22

Ask Price 0.23

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 0.22 0.23
Volume 150'000.00 150'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.22
Change +4.76% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -33.82%
Year to date (YTD) -21.43%
1 month +214.29%
3 months +100.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue896.00
Premium0.09%
Premium p.a.0.25%
Leverage13.62
Implied volatility0.20

Reference data

ISIN CH1268390015
Symbol EMMF3Z
Security 126839001
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 19.09.2023

Key figures

Premium 9.24%
Premium p.a. 25.17%
Leverage 41.60
Implied volatility 19.69%
Moneyness out-of-the-money
Leverage 13.6223
Delta 0.3275
Gamma 0.0000
Theta -0.0016
Rho 0.0104
Vega 0.0205
Fair value 0.23
Intrinsic value n.a.
Break-even 1'022.50
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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