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ZKB Call Warrant auf
EMS-CHEMIE HOLDING AG

ISIN: CH1305132115 Security: 130513211 Symbol: EMS4YZ Life cycle
Secondary market

Bid Price 0.72

Ask Price 0.73

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.01.2024
Key Information Document DE 22.01.2024
Key Information Document EN 22.01.2024
Key Information Document FR 22.01.2024
Key Information Document IT 22.01.2024

Price data

  Bid Ask
Price 0.72 0.73
Volume 75'000.00 75'000.00
Date/time 10.06.24 17:15 10.06.24 17:15

Current data

Last price paid 0.73
Change -1.35% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date29.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +85.90%
Year to date (YTD) n.a.
1 month -29.13%
3 months +217.39%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue641.75
Premium0.03%
Premium p.a.0.05%
Leverage6.81
Implied volatility0.22

Reference data

ISIN CH1305132115
Symbol EMS4YZ
Security 130513211
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 22.01.2024

Key figures

Premium 2.87%
Premium p.a. 4.99%
Leverage 10.09
Implied volatility 22.42%
Moneyness in-the-money
Leverage 6.8083
Delta 0.6748
Gamma 0.0000
Theta -0.0008
Rho 0.0176
Vega 0.0192
Fair value 0.21
Intrinsic value n.a.
Break-even 752.50
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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