Last price paid | 0.82 | |
Change | -12.77% [ -0.12 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.07.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 19.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +239.58% |
Year to date (YTD) | n.a. |
1 month | +70.83% |
3 months | +215.38% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 226.35 |
Premium | 0.03% |
Premium p.a. | 0.05% |
Leverage | 5.62 |
Implied volatility | 0.26 |
ISIN | CH1305151628 |
Symbol | ROGNLZ |
Security | 130515162 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 250.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 40 |
Value day | 12.04.2024 |
Premium | 3.33% |
Premium p.a. | 4.90% |
Leverage | 8.39 |
Implied volatility | 26.36% |
Moneyness | in-the-money |
Leverage | 5.6190 |
Delta | 0.6698 |
Gamma | 0.0002 |
Theta | -0.0007 |
Rho | 0.0169 |
Vega | 0.0192 |
Fair value | 0.23 |
Intrinsic value | n.a. |
Break-even | 282.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 268.90 |
ABB Ltd | 49.39 |
Lonza Group | 521.40 |
Partners Group Ho... | 1'221.50 |
Holcim | 85.22 |
Name | Price |
---|---|
Givaudan | 4'130.00 |
ROCHE GS | 273.30 |
LOGITECH INT. | 79.88 |
Nestlé SA | 94.26 |
SWISSCOM N | 533.00 |