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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1281043245 Security: 128104324 Symbol: ROG2VZ Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 29.05.2024 11:58:33

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 17.11.2023
Key Information Document DE 17.11.2023
Key Information Document EN 17.11.2023
Key Information Document FR 17.11.2023
Key Information Document IT 17.11.2023

Price data

  Bid Ask
Price 0.19 0.20
Volume 500'000.00 500'000.00
Date/time 29.05.24 11:58 29.05.24 11:58

Current data

Last price paid 0.20
Change -4.76% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date24.11.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue n.a.
Year to date (YTD) -44.44%
1 month +42.86%
3 months +5.26%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue238.03
Premiumn.a.
Premium p.a.n.a.
Leveragen.a.
Implied volatilityn.a.

Reference data

ISIN CH1281043245
Symbol ROG2VZ
Security 128104324
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 17.11.2023

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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