Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 13.01.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -90.00% |
Year to date (YTD) | -50.00% |
1 month | n.a. |
3 months | n.a. |
1 year | -88.24% |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 294.63 |
Premium | 0.44% |
Premium p.a. | 0.87% |
Leverage | 12.52 |
Implied volatility | 0.29 |
ISIN | CH1235752925 |
Symbol | ROGJXZ |
Security | 123575292 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Roche Hldg G, CH0012032048 |
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 | 06.01.2023 |
Premium | 44.27% |
Premium p.a. | 87.34% |
Leverage | 243.30 |
Implied volatility | 28.83% |
Moneyness | out-of-the-money |
Leverage | 12.5230 |
Delta | 0.0515 |
Gamma | 0.0000 |
Theta | -0.0001 |
Rho | 0.0006 |
Vega | 0.0018 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 351.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'217.00 |
Lonza Group | 502.20 |
Swiss Life Hldg | 659.40 |
ROCHE GS | 243.30 |
SWISSCOM N | 511.50 |
Name | Price |
---|---|
SONOVA HLDG N | 275.80 |
ABB Ltd | 49.73 |
LOGITECH INT. | 84.60 |
Givaudan | 4'257.00 |
KUEHNE & NAGEL | 264.10 |