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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1305138906 Security: 130513890 Symbol: ROG1VZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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 0.055 0.065
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.055
Change +37.50% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

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

Performance

Perf. since issue -57.14%
Year to date (YTD) n.a.
1 month +37.50%
3 months -60.71%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue229.85
Premium0.03%
Premium p.a.0.36%
Leverage34.98
Implied volatility0.16

Reference data

ISIN CH1305138906
Symbol ROG1VZ
Security 130513890
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 235.00
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 2.77%
Premium p.a. 36.12%
Leverage 96.25
Implied volatility 15.53%
Moneyness out-of-the-money
Leverage 34.9833
Delta 0.3635
Gamma 0.0009
Theta -0.0018
Rho 0.0016
Vega 0.0060
Fair value 0.06
Intrinsic value n.a.
Break-even 237.40
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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