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ZKB Call Warrant auf
Roche Holding AG

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

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 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 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 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 -72.73%
Year to date (YTD) -72.73%
1 month +20.00%
3 months -33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue244.85
Premium0.18%
Premium p.a.0.54%
Leverage17.92
Implied volatility0.21

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 17.53%
Premium p.a. 53.78%
Leverage 154.00
Implied volatility 21.09%
Moneyness out-of-the-money
Leverage 17.9156
Delta 0.1163
Gamma 0.0001
Theta -0.0005
Rho 0.0017
Vega 0.0052
Fair value 0.03
Intrinsic value n.a.
Break-even 271.50
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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