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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1305128048 Security: 130512804 Symbol: ROGVWZ Life cycle
Secondary market

Bid Price 0.29

Ask Price 0.30

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.12.2023
Key Information Document DE 20.12.2023
Key Information Document EN 20.12.2023
Key Information Document FR 20.12.2023
Key Information Document IT 20.12.2023

Price data

  Bid Ask
Price 0.29 0.30
Volume 500'000.00 500'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.29
Change +7.41% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing19.12.2025
Settlement date29.12.2023
Last trading19.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue -26.25%
Year to date (YTD) -25.64%
1 month +26.09%
3 months +16.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.40
Underlying price on issue245.38
Premium0.14%
Premium p.a.0.09%
Leverage6.22
Implied volatility0.21

Reference data

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

Key figures

Premium 14.21%
Premium p.a. 8.66%
Leverage 15.72
Implied volatility 20.54%
Moneyness out-of-the-money
Leverage 6.2224
Delta 0.3959
Gamma 0.0001
Theta -0.0003
Rho 0.0205
Vega 0.0220
Fair value 0.30
Intrinsic value n.a.
Break-even 264.75
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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