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ZKB Put Warrant auf
Roche Holding AG

ISIN: CH1305148681 Security: 130514868 Symbol: ROG68Z Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 775'000.00

Date/time (delayed) 23.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.03.2024
Key Information Document DE 25.03.2024
Key Information Document EN 25.03.2024
Key Information Document FR 25.03.2024
Key Information Document IT 25.03.2024

Price data

  Bid Ask
Price 0.13 0.14
Volume 775'000.00 775'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.14
Change +7.69% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date03.04.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -28.95%
Year to date (YTD) n.a.
1 month -30.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue225.33
Premium0.12%
Premium p.a.0.19%
Leverage9.71
Implied volatility0.21

Reference data

ISIN CH1305148681
Symbol ROG68Z
Security 130514868
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 210.00
C/P type put
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 25.03.2024

Key figures

Premium 11.85%
Premium p.a. 18.97%
Leverage 42.98
Implied volatility 20.77%
Moneyness out-of-the-money
Leverage 9.7104
Delta -0.2259
Gamma 0.0002
Theta -0.0006
Rho -0.0090
Vega 0.0138
Fair value 0.14
Intrinsic value n.a.
Break-even 204.60
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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