Last price paid | 0.43 | |
Change | +4.88% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 19.12.2025 |
Settlement date | 29.12.2023 |
Last trading | 19.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | +6.25% |
Year to date (YTD) | +10.26% |
1 month | +79.17% |
3 months | +38.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.40 |
Underlying price on issue | 245.38 |
Premium | 0.10% |
Premium p.a. | 0.06% |
Leverage | 5.69 |
Implied volatility | 0.21 |
ISIN | CH1305128048 |
Symbol | ROGVWZ |
Security | 130512804 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
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 | 20.12.2023 |
Premium | 10.00% |
Premium p.a. | 6.34% |
Leverage | 11.60 |
Implied volatility | 20.87% |
Moneyness | out-of-the-money |
Leverage | 5.6855 |
Delta | 0.4899 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | 0.0247 |
Vega | 0.0237 |
Fair value | 0.43 |
Intrinsic value | n.a. |
Break-even | 271.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 646.60 |
Lonza Group | 478.80 |
Partners Group Ho... | 1'157.00 |
Swiss Re | 111.30 |
ABB Ltd | 50.82 |
Name | Price |
---|---|
Compagnie Financi... | 141.35 |
NOVARTIS N | 93.24 |
Nestlé SA | 94.84 |
SONOVA HLDG N | 271.00 |
LOGITECH INT. | 87.68 |