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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1268391161 Security: 126839116 Symbol: ROG7TZ Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 825'000.00

Volume 425'000.00

Date/time (delayed) 05.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 0.065 0.075
Volume 825'000.00 425'000.00
Date/time 05.07.24 17:15 05.07.24 17:15

Current data

Last price paid 0.075
Change -11.76% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 04.07.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -78.79%
Year to date (YTD) -50.00%
1 month +50.00%
3 months +25.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue259.15
Premium0.08%
Premium p.a.0.35%
Leverage18.73
Implied volatility0.19

Reference data

ISIN CH1268391161
Symbol ROG7TZ
Security 126839116
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 260.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 19.09.2023

Key figures

Premium 8.04%
Premium p.a. 34.92%
Leverage 69.69
Implied volatility 19.11%
Moneyness out-of-the-money
Leverage 18.7265
Delta 0.2687
Gamma 0.0003
Theta -0.0009
Rho 0.0029
Vega 0.0077
Fair value 0.07
Intrinsic value n.a.
Break-even 263.50
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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