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ZKB Call Warrant auf
Roche Holding AG

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

Bid Price 0.54

Ask Price 0.55

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 29.07.2024 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 0.54 0.55
Volume 250'000.00 250'000.00
Date/time 29.07.24 17:15 29.07.24 17:15

Current data

Last price paid 0.55
Change -3.51% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.07.2024 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 +65.15%
Year to date (YTD) +266.67%
1 month +400.00%
3 months +1275.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue259.15
Premium0.01%
Premium p.a.0.04%
Leverage9.27
Implied volatility0.20

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 0.65%
Premium p.a. 3.94%
Leverage 10.47
Implied volatility 20.14%
Moneyness in-the-money
Leverage 9.2749
Delta 0.8856
Gamma 0.0002
Theta -0.0009
Rho 0.0074
Vega 0.0045
Fair value 0.04
Intrinsic value n.a.
Break-even 287.25
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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