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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1281046594 Security: 128104659 Symbol: ROGGAZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 950'000.00

Volume 475'000.00

Date/time (delayed) 26.06.2024 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 0.055 0.065
Volume 950'000.00 475'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.065
Change -18.75% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date11.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -45.45%
Year to date (YTD) -40.91%
1 month +85.71%
3 months +85.71%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue244.85
Premium0.09%
Premium p.a.0.37%
Leverage19.06
Implied volatility0.19

Reference data

ISIN CH1281046594
Symbol ROGGAZ
Security 128104659
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 270.00
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 9.37%
Premium p.a. 36.79%
Leverage 83.20
Implied volatility 18.77%
Moneyness out-of-the-money
Leverage 19.0600
Delta 0.2291
Gamma 0.0003
Theta -0.0008
Rho 0.0028
Vega 0.0076
Fair value 0.06
Intrinsic value n.a.
Break-even 273.00
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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