Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.11.2023 17:20 |
Fixing | 21.06.2024 |
Settlement date | 03.08.2022 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.80% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -33.33% |
1 year | -92.31% |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 330.20 |
Premium | 0.52% |
Premium p.a. | 9.00% |
Leverage | 13.12 |
Implied volatility | 0.88 |
ISIN | CH1164386679 |
Symbol | ROGBUZ |
Security | 116438667 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 21.06.2024 |
Underlying | Roche Holding AG |
Underlying ISIN | CH0012032048 |
Strike | 350.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 26.07.2022 |
Premium | 51.75% |
Premium p.a. | 899.52% |
Leverage | 420.00 |
Implied volatility | 87.81% |
Moneyness | out-of-the-money |
Leverage | 13.1210 |
Delta | 0.0312 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | 0.0000 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 350.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |