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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1281046925 Security: 128104692 Symbol: ROGC2Z Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

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 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.045
Change +12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

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

Performance

Perf. since issue -77.27%
Year to date (YTD) -77.50%
1 month +50.00%
3 months -25.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue244.85
Premium0.04%
Premium p.a.0.38%
Leverage28.66
Implied volatility0.17

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 4.39%
Premium p.a. 38.12%
Leverage 94.84
Implied volatility 16.72%
Moneyness out-of-the-money
Leverage 28.6579
Delta 0.3022
Gamma 0.0005
Theta -0.0012
Rho 0.0016
Vega 0.0056
Fair value 0.05
Intrinsic value n.a.
Break-even 247.50
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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