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ZKB Mini-Future Short auf Roche Hldg G, Open End
Roche Holding AG

ISIN: CH1268383903 Security: 126838390 Symbol: IROCXZ Life cycle
redeemed

Bid Price 0.37

Ask Price 0.38

Currency CHF

Exchange SIX Structured Products

Volume 85'000.00

Volume 85'000.00

Date/time (delayed) 16.07.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 17.07.2024
Key Information Document DE 17.07.2024
Key Information Document EN 17.07.2024
Key Information Document FR 17.07.2024
Key Information Document IT 17.07.2024

Price data

  Bid Ask
Price 0.37 0.38
Volume 85'000.00 85'000.00
Date/time 16.07.24 17:15 16.07.24 17:15

Current data

Last price paid 0.38
Change -5.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.07.2024 17:20

Life cycle

Fixingn.a.
Settlement date21.08.2023
Last tradingn.a.
Final fixingn.a.
Currency redemptionCHF

Performance

Perf. since issue -43.18%
Year to date (YTD) -58.70%
1 month -38.71%
3 months -67.24%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.66
Underlying price on issue258.30
Premium0.00%
Premium p.a.n.a.
Leveragen.a.
Implied volatilityn.a.

Reference data

ISIN CH1268383903
Symbol IROCXZ
Security 126838390
Exchange SIX Structured Products
Currency CHF
Expiry n.a.
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Funding level 277.517700
Stop-loss level 269.395400
Distance to stop-loss level 4.05%
Long/Short type Short
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type n.a.
Minimum execution n.a.
Value day 17.08.2023

Key figures

Premium 0.05%
Premium p.a. n.a.
Leverage 13.81
Moneyness in-the-money
Leverage n.a.
Delta n.a.
Intrinsic value 18.630800
Break-even n.a.
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Mini future (2210)

Early redemption

Redemption date 24.07.2024
Redemption amount 0.1624

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