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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1305138948 Security: 130513894 Symbol: ROG7ZZ Life cycle
redeemed

Bid Price 0.53

Ask Price 0.55

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 21.06.2024 12:00:00

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 0.53 0.55
Volume 175'000.00 175'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.53
Change +3.92% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 12:05

Life cycle

Fixing21.06.2024
Settlement date28.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +184.21%
Year to date (YTD) n.a.
1 month +152.38%
3 months +231.25%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue229.93
Premium0.00%
Premium p.a.0.04%
Leverage11.29
Implied volatility0.34

Reference data

ISIN CH1305138948
Symbol ROG7ZZ
Security 130513894
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 0.08%
Premium p.a. 4.15%
Leverage 11.64
Implied volatility 34.43%
Moneyness in-the-money
Leverage 11.2903
Delta 0.9700
Gamma 0.0001
Theta -0.0015
Rho 0.0011
Vega 0.0006
Fair value 0.00
Intrinsic value n.a.
Break-even 251.60
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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