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ZKB Put Warrant auf
Roche Holding AG

ISIN: CH1305140753 Security: 130514075 Symbol: ROG07Z Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 27.02.2024
Key Information Document DE 27.02.2024
Key Information Document EN 27.02.2024
Key Information Document FR 27.02.2024
Key Information Document IT 27.02.2024

Price data

  Bid Ask
Price 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 12.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date05.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.45%
Year to date (YTD) n.a.
1 month -77.78%
3 months -77.78%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue228.73
Premium0.17%
Premium p.a.8.67%
Leverage23.03
Implied volatility0.76

Reference data

Key figures

Premium 16.63%
Premium p.a. 867.39%
Leverage 598.57
Implied volatility 75.70%
Moneyness out-of-the-money
Leverage 23.0329
Delta -0.0385
Gamma 0.0001
Theta -0.0036
Rho 0.0000
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 209.58
SSPA value at risk n.a.
SSPA risk rating n.a.

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