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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1281046925 Security: 128104692 Symbol: ROGC2Z Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.12.2023
Key Information Document DE 04.12.2023
Key Information Document EN 04.12.2023
Key Information Document FR 04.12.2023
Key Information Document IT 04.12.2023

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

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

Life cycle

Fixing21.06.2024
Settlement date11.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -36.36%
Year to date (YTD) -35.00%
1 month +188.89%
3 months +188.89%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue244.85
Premium0.00%
Premium p.a.0.19%
Leverage28.63
Implied volatility0.21

Reference data

ISIN CH1281046925
Symbol ROGC2Z
Security 128104692
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 245.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 04.12.2023

Key figures

Premium 0.36%
Premium p.a. 18.69%
Leverage 35.87
Implied volatility 21.48%
Moneyness in-the-money
Leverage 28.6256
Delta 0.7980
Gamma 0.0007
Theta -0.0032
Rho 0.0007
Vega 0.0019
Fair value 0.02
Intrinsic value n.a.
Break-even 252.00
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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