Last price paid | 0.66 | |
Change | +3.13% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 2'500.00 Unit | |
Date/time | 19.06.2024 17:15 |
Fixing | 19.12.2025 |
Settlement date | 28.02.2024 |
Last trading | 19.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | +79.73% |
Year to date (YTD) | n.a. |
1 month | +26.92% |
3 months | +50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 229.88 |
Premium | 0.06% |
Premium p.a. | 0.04% |
Leverage | 4.78 |
Implied volatility | 0.22 |
ISIN | CH1305139102 |
Symbol | ROGKFZ |
Security | 130513910 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 230.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 21.02.2024 |
Premium | 5.51% |
Premium p.a. | 3.53% |
Leverage | 7.50 |
Implied volatility | 21.63% |
Moneyness | in-the-money |
Leverage | 4.7777 |
Delta | 0.6367 |
Gamma | 0.0001 |
Theta | -0.0003 |
Rho | 0.0284 |
Vega | 0.0221 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 263.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'175.50 |
Sika AG | 261.30 |
Holcim | 82.60 |
GEBERIT N | 543.60 |
Givaudan | 4'323.00 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.90 |
Compagnie Financi... | 139.70 |
NOVARTIS N | 93.61 |
Nestlé SA | 94.36 |
ROCHE GS | 249.70 |