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 |
Fixing | 20.09.2024 |
Settlement date | 11.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.11 |
Underlying price on issue | 244.85 |
Premium | 0.09% |
Premium p.a. | 0.37% |
Leverage | 19.06 |
Implied volatility | 0.19 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |