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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1268391179 Security: 126839117 Symbol: ROG46Z Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 03.06.2024 09:40:16

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 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 03.06.24 09:40 03.06.24 09:40

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.05.2024 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 -86.36%
Year to date (YTD) -66.67%
1 month n.a.
3 months -50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue259.15
Premium0.30%
Premium p.a.0.94%
Leverage16.61
Implied volatility0.27

Reference data

ISIN CH1268391179
Symbol ROG46Z
Security 126839117
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 300.00
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 29.91%
Premium p.a. 94.12%
Leverage 308.67
Implied volatility 26.78%
Moneyness out-of-the-money
Leverage 16.6064
Delta 0.0538
Gamma 0.0001
Theta -0.0003
Rho 0.0007
Vega 0.0028
Fair value 0.02
Intrinsic value n.a.
Break-even 300.75
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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