Last price paid | n.a. | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 21.06.2024 |
Settlement date | 23.03.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -93.44% |
Year to date (YTD) | -97.14% |
1 month | n.a. |
3 months | -90.00% |
1 year | -99.55% |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 258.33 |
Premium | 0.08% |
Premium p.a. | 4.08% |
Leverage | 32.62 |
Implied volatility | 0.45 |
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 |
Premium | 7.82% |
Premium p.a. | 407.56% |
Leverage | 239.43 |
Implied volatility | 45.31% |
Moneyness | out-of-the-money |
Leverage | 32.6240 |
Delta | 0.1363 |
Gamma | 0.0001 |
Theta | -0.0024 |
Rho | 0.0001 |
Vega | 0.0008 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 271.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 547.50 |
Givaudan | 4'506.00 |
ROCHE GS | 269.20 |
NOVARTIS N | 99.03 |
Swiss Re | 116.30 |
Name | Price |
---|---|
KUEHNE & NAGEL | 231.80 |
Nestlé SA | 82.04 |
Compagnie Financi... | 114.55 |
Sika AG | 268.90 |
Lonza Group | 531.20 |