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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1281038773 Security: 128103877 Symbol: ROG1IZ Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 525'000.00

Volume 525'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 07.11.2023
Key Information Document DE 07.11.2023
Key Information Document EN 07.11.2023
Key Information Document FR 07.11.2023
Key Information Document IT 07.11.2023

Price data

  Bid Ask
Price 0.13 0.14
Volume 525'000.00 525'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.13
Change +8.33% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date14.11.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue n.a.
Year to date (YTD) -56.67%
1 month +44.44%
3 months -7.14%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue236.25
Premiumn.a.
Premium p.a.n.a.
Leveragen.a.
Implied volatilityn.a.

Reference data

ISIN CH1281038773
Symbol ROG1IZ
Security 128103877
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 240.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 07.11.2023

Key figures

Premium n.a.
Premium p.a. n.a.
Leverage n.a.
Implied volatility n.a.
Moneyness out-of-the-money
Leverage n.a.
Delta n.a.
Gamma n.a.
Theta n.a.
Rho n.a.
Vega n.a.
Fair value n.a.
Intrinsic value n.a.
Break-even n.a.
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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