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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1250715989 Security: 125071598 Symbol: ROGAJZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 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 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.001
Change 0.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume 100'000.00 Unit
Date/time 30.05.2024 17:15

Life cycle

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

Performance

Perf. since issue -96.56%
Year to date (YTD) -97.14%
1 month 0.00%
3 months -93.33%
1 year -99.71%
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue258.33
Premium0.17%
Premium p.a.2.23%
Leverage25.14
Implied volatility0.35

Reference data

ISIN CH1250715989
Symbol ROGAJZ
Security 125071598
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 270.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 16.03.2023

Key figures

Premium 17.12%
Premium p.a. 223.19%
Leverage 420.00
Implied volatility 34.81%
Moneyness out-of-the-money
Leverage 25.1437
Delta 0.0599
Gamma 0.0001
Theta -0.0005
Rho 0.0001
Vega 0.0008
Fair value 0.01
Intrinsic value n.a.
Break-even 270.55
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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