Last price paid | 0.19 | |
Change | -5.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 25'000.00 Unit | |
Date/time | 28.05.2024 17:15 |
Fixing | 20.06.2025 |
Settlement date | 28.12.2023 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -42.65% |
Year to date (YTD) | -42.42% |
1 month | +26.67% |
3 months | -5.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 244.73 |
Premium | 0.14% |
Premium p.a. | 0.13% |
Leverage | 7.76 |
Implied volatility | 0.21 |
ISIN | CH1305127487 |
Symbol | ROGK5Z |
Security | 130512748 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 250.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 19.12.2023 |
Premium | 13.58% |
Premium p.a. | 12.52% |
Leverage | 23.46 |
Implied volatility | 21.11% |
Moneyness | out-of-the-money |
Leverage | 7.7612 |
Delta | 0.3309 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | 0.0115 |
Vega | 0.0168 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 259.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.25 |
Givaudan | 4'237.00 |
Nestlé SA | 91.84 |
ZURICH INSURANCE | 469.70 |
ABB Ltd | 49.70 |
Name | Price |
---|---|
Lonza Group | 486.60 |
Compagnie Financi... | 142.15 |
UBS | 28.07 |
GEBERIT N | 556.80 |
Partners Group Ho... | 1'198.50 |