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ZKB Put Warrant auf
Roche Holding AG

ISIN: CH1281051800 Security: 128105180 Symbol: ROG76Z Life cycle
Secondary market

Bid Price 0.42

Ask Price 0.43

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.12.2023
Key Information Document DE 12.12.2023
Key Information Document EN 12.12.2023
Key Information Document FR 12.12.2023
Key Information Document IT 12.12.2023

Price data

  Bid Ask
Price 0.42 0.43
Volume 275'000.00 275'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.43
Change -10.42% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date19.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +32.81%
Year to date (YTD) 0.00%
1 month -30.65%
3 months -24.56%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue255.48
Premium0.01%
Premium p.a.0.03%
Leverage8.11
Implied volatility0.18

Reference data

ISIN CH1281051800
Symbol ROG76Z
Security 128105180
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 250.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 12.12.2023

Key figures

Premium 0.97%
Premium p.a. 2.99%
Leverage 10.87
Implied volatility 18.19%
Moneyness in-the-money
Leverage 8.1066
Delta -0.7457
Gamma 0.0003
Theta -0.0005
Rho -0.0126
Vega 0.0084
Fair value 0.05
Intrinsic value n.a.
Break-even 228.75
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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