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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1305127487 Security: 130512748 Symbol: ROGK5Z Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 575'000.00

Date/time (delayed) 29.05.2024 10:21:51

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.12.2023
Key Information Document DE 19.12.2023
Key Information Document EN 19.12.2023
Key Information Document FR 19.12.2023
Key Information Document IT 19.12.2023

Price data

  Bid Ask
Price 0.19 0.20
Volume 575'000.00 575'000.00
Date/time 29.05.24 10:21 29.05.24 10:21

Current data

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

Life cycle

Fixing20.06.2025
Settlement date28.12.2023
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.34
Underlying price on issue244.73
Premium0.14%
Premium p.a.0.13%
Leverage7.76
Implied volatility0.21

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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