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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1305139045 Security: 130513904 Symbol: ROGNRZ Life cycle
Secondary market

Bid Price 0.38

Ask Price 0.39

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 0.38 0.39
Volume 300'000.00 300'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.38
Change +11.76% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date28.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +13.24%
Year to date (YTD) n.a.
1 month +40.74%
3 months +8.57%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue229.88
Premium0.06%
Premium p.a.0.10%
Leverage8.50
Implied volatility0.19

Reference data

ISIN CH1305139045
Symbol ROGNRZ
Security 130513904
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 6.23%
Premium p.a. 10.34%
Leverage 15.00
Implied volatility 19.36%
Moneyness in-the-money
Leverage 8.4995
Delta 0.5666
Gamma 0.0003
Theta -0.0009
Rho 0.0174
Vega 0.0176
Fair value 0.36
Intrinsic value n.a.
Break-even 245.40
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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