Last price paid | 0.015 | |
Change | +50.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.07.2024 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 | -80.00% |
Year to date (YTD) | -25.00% |
1 month | n.a. |
3 months | n.a. |
1 year | -62.50% |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 294.63 |
Premium | 0.23% |
Premium p.a. | 0.51% |
Leverage | 15.06 |
Implied volatility | 0.22 |
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 | 23.08% |
Premium p.a. | 51.36% |
Leverage | 143.00 |
Implied volatility | 22.03% |
Moneyness | out-of-the-money |
Leverage | 15.0607 |
Delta | 0.1053 |
Gamma | 0.0000 |
Theta | -0.0002 |
Rho | 0.0013 |
Vega | 0.0035 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 352.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 581.00 |
ROCHE GS | 286.00 |
Compagnie Financi... | 134.90 |
ABB Ltd | 48.22 |
LOGITECH INT. | 78.84 |
Name | Price |
---|---|
Nestlé SA | 87.92 |
KUEHNE & NAGEL | 267.70 |
SWISSCOM N | 535.00 |
Givaudan | 4'196.00 |
Holcim | 83.64 |