Along with the vast use of cryptography in security devices came the emergence of attacks like Electro-Magnetic analysis (EMA) where the measurement of the Electro-Magnetic (EM) waves radiated from an integrated circuit are used to extract sensitive information. Several research papers have covered EMA but very few have focused on the probes used. In this paper we detail an approach for analysing different probes for EMA. We perform the characterisation of several EM probes on elementary circuits like an isolated copper wire and silicon lines. We then illustrate how EM probes can be characterised based on data dependant information leakage of integrated circuits by doing measurements on a smart card like chip. We show that the latter results are in line with those obtained from the measurements on the elementary circuits, onto which detailed and more precise analyses can be carried.