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ZKB Put Warrant auf
Roche Holding AG

ISIN: CH1305138930 Security: 130513893 Symbol: ROGVPZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

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 0.005 0.015
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 0.015
Change -25.00% [ -0.01 ]
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 -93.33%
Year to date (YTD) n.a.
1 month -83.33%
3 months -87.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue229.88
Premium0.07%
Premium p.a.0.97%
Leverage42.21
Implied volatility0.19

Reference data

ISIN CH1305138930
Symbol ROGVPZ
Security 130513893
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 215.00
C/P type put
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 7.42%
Premium p.a. 96.73%
Leverage 579.50
Implied volatility 19.18%
Moneyness out-of-the-money
Leverage 42.2119
Delta -0.0728
Gamma 0.0003
Theta -0.0007
Rho -0.0003
Vega 0.0022
Fair value 0.01
Intrinsic value n.a.
Break-even 214.60
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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