Inhaltsseite: Home

ZKB Call Warrant auf 2023-20.09.2024 EMS-CHEMIE HOLDING AG
EMS-CHEMIE HOLDING AG

ISIN: CH1268390098 Security: 126839009 Symbol: EMSJNZ Life cycle
redeemed

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.09.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.08.2024
Key Information Document DE 13.08.2024
Key Information Document EN 13.08.2024
Key Information Document FR 13.08.2024
Key Information Document IT 13.08.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.015
Change -80.00% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.09.2024 12:05

Life cycle

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

Performance

Perf. since issue -97.83%
Year to date (YTD) -97.06%
1 month -96.34%
3 months -97.95%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.46
Underlying price on issue645.25
Premium0.02%
Premium p.a.0.97%
Leverage119.33
Implied volatility0.12

Reference data

ISIN CH1268390098
Symbol EMSJNZ
Security 126839009
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying EMS-CHEM HLDG N, CH0016440353
Underlying ISIN CH0016440353
Strike 676.82
C/P type call
Subscription ratio 99.53
Issuer Zuercher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 99.53219
Value day 19.09.2023

Key figures

Premium 1.87%
Premium p.a. 97.50%
Leverage 668.50
Implied volatility 12.39%
Moneyness out-of-the-money
Leverage 119.3346
Delta 0.1785
Gamma 0.0002
Theta -0.0021
Rho 0.0002
Vega 0.0023
Fair value 0.01
Intrinsic value n.a.
Break-even 681.00
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading