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. |
Fixing | 21.06.2024 |
Settlement date | 11.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.22 |
Underlying price on issue | 244.85 |
Premium | 0.00% |
Premium p.a. | 0.19% |
Leverage | 28.63 |
Implied volatility | 0.21 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.62 |
Compagnie Financi... | 121.00 |
Givaudan | 4'633.00 |
SONOVA HLDG N | 297.20 |
GEBERIT N | 559.80 |
Name | Price |
---|---|
UBS | 25.75 |
LOGITECH INT. | 72.52 |
Swiss Life Hldg | 712.60 |
Partners Group Ho... | 1'233.50 |
Lonza Group | 535.00 |