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ZKB Call Warrant auf
Emmi AG

ISIN: CH1338502680 Security: 133850268 Symbol: EMM3RZ Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.05.2024
Key Information Document DE 15.05.2024
Key Information Document EN 15.05.2024
Key Information Document FR 15.05.2024
Key Information Document IT 15.05.2024

Price data

  Bid Ask
Price 0.15 0.16
Volume 50'000.00 50'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.16
Change -5.88% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -29.55%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue929.00
Premium0.17%
Premium p.a.0.29%
Leverage12.31
Implied volatility0.20

Reference data

ISIN CH1338502680
Symbol EMM3RZ
Security 133850268
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Emmi N, CH0012829898
Underlying ISIN CH0012829898
Strike 1'040.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 15.05.2024

Key figures

Premium 17.28%
Premium p.a. 28.67%
Leverage 58.06
Implied volatility 19.83%
Moneyness out-of-the-money
Leverage 12.3118
Delta 0.2120
Gamma 0.0000
Theta -0.0010
Rho 0.0106
Vega 0.0202
Fair value 0.16
Intrinsic value n.a.
Break-even 1'055.50
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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