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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1305139102 Security: 130513910 Symbol: ROGKFZ Life cycle
Secondary market

Bid Price 0.45

Ask Price 0.46

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

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 0.45 0.46
Volume 375'000.00 375'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.45
Change +7.14% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing19.12.2025
Settlement date28.02.2024
Last trading19.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue +22.97%
Year to date (YTD) n.a.
1 month +25.00%
3 months +12.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue229.88
Premium0.09%
Premium p.a.0.06%
Leverage5.30
Implied volatility0.21

Reference data

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

Key figures

Premium 9.42%
Premium p.a. 5.79%
Leverage 10.15
Implied volatility 21.50%
Moneyness in-the-money
Leverage 5.2951
Delta 0.5215
Gamma 0.0001
Theta -0.0003
Rho 0.0248
Vega 0.0224
Fair value 0.44
Intrinsic value n.a.
Break-even 252.75
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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