Last price paid | n.a. | |
Change | -50.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 04.03.2024 |
Last trading | 19.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | -79.00% |
Year to date (YTD) | n.a. |
1 month | -77.78% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.05 |
Underlying price on issue | 232.58 |
Premium | 0.09% |
Premium p.a. | 4.94% |
Leverage | 35.97 |
Implied volatility | 0.45 |
ISIN | CH1305140647 |
Symbol | ROG0EZ |
Security | 130514064 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 240.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 26.02.2024 |
Premium | 9.48% |
Premium p.a. | 494.25% |
Leverage | 418.48 |
Implied volatility | 45.34% |
Moneyness | out-of-the-money |
Leverage | 35.9704 |
Delta | 0.0860 |
Gamma | 0.0002 |
Theta | -0.0030 |
Rho | 0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 240.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |