Inhaltsseite: Home

ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1250736092 Security: 125073609 Symbol: ROGWPZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.005

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 20'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.05.2023
Key Information Document DE 19.05.2023
Key Information Document EN 19.05.2023
Key Information Document FR 19.05.2023
Key Information Document IT 19.05.2023

Price data

  Bid Ask
Price 0.001 0.005
Volume 1'000'000.00 20'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.005
Change -66.67% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume 200'000.00 Unit
Date/time 02.04.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date26.05.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -99.27%
Year to date (YTD) -83.33%
1 month n.a.
3 months -83.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue286.68
Premium0.26%
Premium p.a.3.34%
Leverage27.46
Implied volatility0.38

Reference data

ISIN CH1250736092
Symbol ROGWPZ
Security 125073609
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 290.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 19.05.2023

Key figures

Premium 25.61%
Premium p.a. 333.79%
Leverage 1'540.00
Implied volatility 37.90%
Moneyness out-of-the-money
Leverage 27.4588
Delta 0.0178
Gamma 0.0000
Theta -0.0004
Rho 0.0001
Vega 0.0006
Fair value 0.00
Intrinsic value n.a.
Break-even 290.15
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading