Inhaltsseite: Home

ZKB Call Warrant auf Roche Hldg G
Roche Holding AG

ISIN: CH1235752925 Security: 123575292 Symbol: ROGJXZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 07.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.01.2023
Key Information Document DE 06.01.2023
Key Information Document EN 06.01.2023
Key Information Document FR 06.01.2023
Key Information Document IT 06.01.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

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

Life cycle

Fixing20.12.2024
Settlement date13.01.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.10
Underlying price on issue294.63
Premium0.45%
Premium p.a.0.77%
Leverage12.48
Implied volatility0.27

Reference data

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

Key figures

Premium 44.68%
Premium p.a. 76.57%
Leverage 242.60
Implied volatility 26.96%
Moneyness out-of-the-money
Leverage 12.4823
Delta 0.0515
Gamma 0.0000
Theta -0.0001
Rho 0.0007
Vega 0.0020
Fair value 0.01
Intrinsic value n.a.
Break-even 351.00
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading