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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1305138997 Security: 130513899 Symbol: ROGU0Z Life cycle
Secondary market

Bid Price 0.28

Ask Price 0.29

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.28 0.29
Volume 300'000.00 300'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.28
Change +16.67% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.02.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +9.62%
Year to date (YTD) n.a.
1 month +75.00%
3 months +3.70%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue229.85
Premium0.05%
Premium p.a.0.14%
Leverage11.24
Implied volatility0.20

Reference data

ISIN CH1305138997
Symbol ROGU0Z
Security 130513899
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 230.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 21.02.2024

Key figures

Premium 4.50%
Premium p.a. 13.81%
Leverage 20.26
Implied volatility 19.68%
Moneyness in-the-money
Leverage 11.2440
Delta 0.5549
Gamma 0.0004
Theta -0.0012
Rho 0.0095
Vega 0.0130
Fair value 0.26
Intrinsic value n.a.
Break-even 241.40
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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