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Price data

  Bid Ask
Price 0.48 0.49
Volume 275'000.00 275'000.00
Date/time 25.06.24 17:15 25.06.24 17:15

Life cycle

Performance

Perf. since issue +102.08%
Year to date (YTD) n.a.
1 month +81.48%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue226.35
Premium0.06%
Premium p.a.0.08%
Leverage6.82
Implied volatility0.24

Reference data

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

Key figures

Premium 6.27%
Premium p.a. 8.29%
Leverage 13.07
Implied volatility 23.68%
Moneyness in-the-money
Leverage 6.8177
Delta 0.5217
Gamma 0.0002
Theta -0.0007
Rho 0.0159
Vega 0.0211
Fair value 0.40
Intrinsic value n.a.
Break-even 269.40
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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