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ZKB Put Warrant auf
Roche Holding AG

ISIN: CH1281051800 Security: 128105180 Symbol: ROG76Z Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.09.2024 12:00:00

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 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.09.2024 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 -96.72%
Year to date (YTD) -96.51%
1 month -57.14%
3 months -93.75%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue255.48
Premium0.07%
Premium p.a.3.77%
Leverage41.47
Implied volatility0.38

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 7.22%
Premium p.a. 376.67%
Leverage 512.19
Implied volatility 38.24%
Moneyness out-of-the-money
Leverage 41.4730
Delta -0.0810
Gamma 0.0002
Theta -0.0029
Rho -0.0001
Vega 0.0011
Fair value 0.01
Intrinsic value n.a.
Break-even 249.48
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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