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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1281033162 Security: 128103316 Symbol: ROGYSZ Life cycle
Secondary market

Bid Price 0.08

Ask Price 0.09

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 03.06.2024 10:54:51

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.10.2023
Key Information Document DE 04.10.2023
Key Information Document EN 04.10.2023
Key Information Document FR 04.10.2023
Key Information Document IT 04.10.2023

Price data

  Bid Ask
Price 0.08 0.09
Volume 775'000.00 400'000.00
Date/time 03.06.24 10:54 03.06.24 10:54

Current data

Last price paid 0.075
Change +7.14% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date11.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -67.86%
Year to date (YTD) -64.29%
1 month +36.36%
3 months -21.05%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue245.38
Premium0.09%
Premium p.a.0.29%
Leverage15.36
Implied volatility0.19

Reference data

ISIN CH1281033162
Symbol ROGYSZ
Security 128103316
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 250.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 04.10.2023

Key figures

Premium 9.09%
Premium p.a. 28.59%
Leverage 51.84
Implied volatility 19.35%
Moneyness out-of-the-money
Leverage 15.3615
Delta 0.2963
Gamma 0.0003
Theta -0.0008
Rho 0.0041
Vega 0.0091
Fair value 0.09
Intrinsic value n.a.
Break-even 254.50
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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