Put-Warrant

Symbol: EMSLPZ
Underlyings: Ems-Chemie Hldg. AG
ISIN: CH1305146115
Issuer:
Zürcher Kantonalbank
Trade

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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 0.160
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Put-Warrant
ISIN CH1305146115
Valor 130514611
Symbol EMSLPZ
Strike 597.1932 CHF
Type Warrants
Type Bear
Ratio 99.53
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 20/03/2024
Date of maturity 28/03/2025
Last trading day 21/03/2025
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name Ems-Chemie Hldg. AG
ISIN CH0016440353
Price 639.50 CHF
Date 22/11/24 17:30
Ratio 99.5322

Key data

Implied volatility 0.22%
Leverage 10.97
Delta -0.26
Gamma 0.00
Vega 1.17
Distance to Strike 42.31
Distance to Strike in % 6.62%

market maker quality Date: 20/11/2024

Average Spread 5.61%
Last Best Bid Price 0.18 CHF
Last Best Ask Price 0.19 CHF
Last Best Bid Volume 75,000
Last Best Ask Volume 75,000
Average Buy Volume 75,000
Average Sell Volume 75,000
Average Buy Value 13,012 CHF
Average Sell Value 13,762 CHF
Spreads Availability Ratio 99.96%
Quote Availability 99.96%

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