Call-Warrant

Symbol: EMM4BZ
Underlyings: Emmi AG
ISIN: CH1268381725
Issuer:
Zürcher Kantonalbank
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.050
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1268381725
Valor 126838172
Symbol EMM4BZ
Strike 1,000.00 CHF
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 10/08/2023
Date of maturity 28/06/2024
Last trading day 21/06/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name Emmi AG
ISIN CH0012829898
Price 943.00 CHF
Date 17/05/24 17:30
Ratio 100.00

Key data

Implied volatility 0.21%
Leverage 9.08
Delta 0.05
Gamma 0.00
Vega 0.29
Distance to Strike 59.00
Distance to Strike in % 6.27%

market maker quality Date: 16/05/2024

Average Spread 20.65%
Last Best Bid Price 0.05 CHF
Last Best Ask Price 0.06 CHF
Last Best Bid Volume 250,000
Last Best Ask Volume 250,000
Average Buy Volume 250,000
Average Sell Volume 250,000
Average Buy Value 10,896 CHF
Average Sell Value 13,396 CHF
Spreads Availability Ratio 99.76%
Quote Availability 99.76%

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