Call-Warrant

Symbol: EMMFAZ
Underlyings: Emmi AG
ISIN: CH1478466316
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.08.26
12:21:26
0.065
0.075
CHF
Volume
775,000
400,000
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.065
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1478466316
Valor 147846631
Symbol EMMFAZ
Strike 960.00 CHF
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 25/08/2025
Date of maturity 29/12/2026
Last trading day 18/12/2026
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name Emmi AG
ISIN CH0012829898
Price 842.00 CHF
Date 24/08/26 14:18
Ratio 100.00

Key data

Implied volatility 0.22%
Leverage 18.43
Delta 0.14
Gamma 0.00
Vega 1.06
Distance to Strike 120.00
Distance to Strike in % 14.29%

market maker quality Date: 21/08/2026

Average Spread 15.48%
Last Best Bid Price 0.06 CHF
Last Best Ask Price 0.07 CHF
Last Best Bid Volume 925,000
Last Best Ask Volume 475,000
Average Buy Volume 855,206
Average Sell Volume 429,064
Average Buy Value 50,975 CHF
Average Sell Value 29,862 CHF
Spreads Availability Ratio 99.69%
Quote Availability 99.69%

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