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ZKB Put Warrant auf
EMS-CHEMIE HOLDING AG

ISIN: CH1338502789 Security: 133850278 Symbol: EMSX1Z Life cycle
Secondary market

Bid Price 0.50

Ask Price 0.51

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

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 0.50 0.51
Volume 100'000.00 100'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.50
Change +2.04% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date23.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +36.49%
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 price0.37
Underlying price on issue767.25
Premium0.05%
Premium p.a.0.14%
Leverage8.70
Implied volatility0.21

Reference data

ISIN CH1338502789
Symbol EMSX1Z
Security 133850278
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying EMS-CHEM HLDG N, CH0016440353
Underlying ISIN CH0016440353
Strike 760.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 15.05.2024

Key figures

Premium 4.64%
Premium p.a. 14.22%
Leverage 14.73
Implied volatility 20.55%
Moneyness in-the-money
Leverage 8.7042
Delta -0.5908
Gamma 0.0000
Theta -0.0020
Rho -0.0160
Vega 0.0160
Fair value 0.35
Intrinsic value n.a.
Break-even 709.50
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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