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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1250730103 Security: 125073010 Symbol: ROGNBZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

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 04.05.2023
Key Information Document DE 04.05.2023
Key Information Document EN 04.05.2023
Key Information Document FR 04.05.2023
Key Information Document IT 04.05.2023

Price data

  Bid Ask
Price 0.015 0.025
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 0.02
Change -20.00% [ -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 date11.05.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -92.00%
Year to date (YTD) -55.56%
1 month n.a.
3 months -42.86%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue281.33
Premium0.39%
Premium p.a.0.65%
Leverage13.28
Implied volatility0.24

Reference data

ISIN CH1250730103
Symbol ROGNBZ
Security 125073010
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 320.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 04.05.2023

Key figures

Premium 38.96%
Premium p.a. 64.64%
Leverage 231.00
Implied volatility 24.37%
Moneyness out-of-the-money
Leverage 13.2792
Delta 0.0575
Gamma 0.0001
Theta -0.0002
Rho 0.0015
Vega 0.0041
Fair value 0.02
Intrinsic value n.a.
Break-even 321.00
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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