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ZKB Call Warrant auf
EMS-CHEMIE HOLDING AG

ISIN: CH1268390114 Security: 126839011 Symbol: EMSOIZ Life cycle
Secondary market

Bid Price 0.46

Ask Price 0.47

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 29.05.2024 01:27:21

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 0.46 0.47
Volume 125'000.00 125'000.00
Date/time 29.05.24 13:27 29.05.24 13:27

Current data

Last price paid 0.47
Change -11.32% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 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 +50.00%
Year to date (YTD) +42.42%
1 month +9.30%
3 months +394.74%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue645.25
Premium0.03%
Premium p.a.0.08%
Leverage9.60
Implied volatility0.23

Reference data

ISIN CH1268390114
Symbol EMSOIZ
Security 126839011
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying EMS-CHEM HLDG N, CH0016440353
Underlying ISIN CH0016440353
Strike 720.00
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 2.75%
Premium p.a. 8.29%
Leverage 16.04
Implied volatility 22.62%
Moneyness in-the-money
Leverage 9.5998
Delta 0.5984
Gamma 0.0000
Theta -0.0011
Rho 0.0093
Vega 0.0160
Fair value 0.21
Intrinsic value n.a.
Break-even 766.50
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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