Last price paid | 0.22 | |
Change | +10.00% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 17:20 |
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 | -39.71% |
Year to date (YTD) | -33.33% |
1 month | +83.33% |
3 months | +4.76% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 244.73 |
Premium | 0.12% |
Premium p.a. | 0.12% |
Leverage | 7.64 |
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 | 12.13% |
Premium p.a. | 11.34% |
Leverage | 22.64 |
Implied volatility | 20.38% |
Moneyness | out-of-the-money |
Leverage | 7.9089 |
Delta | 0.3493 |
Gamma | 0.0002 |
Theta | -0.0004 |
Rho | 0.0121 |
Vega | 0.0173 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 260.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |