Inhaltsseite: Home

ZKB Put Warrant auf
EMS-CHEMIE HOLDING AG

ISIN: CH1281050083 Security: 128105008 Symbol: EMSXEZ Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.15 0.16
Volume 350'000.00 350'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.15
Change +7.14% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -72.81%
Year to date (YTD) -67.39%
1 month -28.57%
3 months -75.81%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.57
Underlying price on issue657.50
Premium0.16%
Premium p.a.0.27%
Leverage9.17
Implied volatility0.23

Reference data

ISIN CH1281050083
Symbol EMSXEZ
Security 128105008
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying EMS-CHEM HLDG N, CH0016440353
Underlying ISIN CH0016440353
Strike 640.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 08.12.2023

Key figures

Premium 16.06%
Premium p.a. 26.65%
Leverage 48.00
Implied volatility 23.24%
Moneyness out-of-the-money
Leverage 9.1653
Delta -0.1909
Gamma 0.0000
Theta -0.0009
Rho -0.0095
Vega 0.0156
Fair value 0.16
Intrinsic value n.a.
Break-even 624.50
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading