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ZKB Put Warrant auf
Roche Holding AG

ISIN: CH1250716268 Security: 125071626 Symbol: ROGLQZ Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.03.2023
Key Information Document DE 16.03.2023
Key Information Document EN 16.03.2023
Key Information Document FR 16.03.2023
Key Information Document IT 16.03.2023

Price data

  Bid Ask
Price 0.05 0.06
Volume 1'000'000.00 500'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.06
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.03.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -75.00%
Year to date (YTD) -64.71%
1 month -76.00%
3 months -80.00%
1 year -53.85%
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue258.33
Premium0.04%
Premium p.a.0.36%
Leverage25.14
Implied volatility0.18

Reference data

ISIN CH1250716268
Symbol ROGLQZ
Security 125071626
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 230.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 16.03.2023

Key figures

Premium 4.15%
Premium p.a. 36.10%
Leverage 86.22
Implied volatility 18.15%
Moneyness out-of-the-money
Leverage 25.1395
Delta -0.2916
Gamma 0.0005
Theta -0.0011
Rho -0.0016
Vega 0.0055
Fair value 0.06
Intrinsic value n.a.
Break-even 227.25
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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