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. |
Issue price | 0.24 |
Underlying price on issue | 226.35 |
Premium | 0.06% |
Premium p.a. | 0.08% |
Leverage | 6.82 |
Implied volatility | 0.24 |
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 | 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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |