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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1305151636 Security: 130515163 Symbol: ROG7EZ Life cycle
Secondary market

Bid Price 0.33

Ask Price 0.34

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 27.06.2024 05:15:00

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Product Download

Security PDF for download Publication date
Termsheet 12.04.2024
Key Information Document DE 12.04.2024
Key Information Document EN 12.04.2024
Key Information Document FR 12.04.2024
Key Information Document IT 12.04.2024

Price data

  Bid Ask
Price 0.33 0.34
Volume 350'000.00 350'000.00
Date/time 27.06.24 17:15 27.06.24 17:15

Current data

Last price paid 0.33
Change -10.81% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date19.04.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +86.11%
Year to date (YTD) n.a.
1 month +73.68%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue226.35
Premium0.09%
Premium p.a.0.12%
Leverage7.79
Implied volatility0.23

Reference data

ISIN CH1305151636
Symbol ROG7EZ
Security 130515163
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 260.00
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 9.01%
Premium p.a. 12.00%
Leverage 18.72
Implied volatility 22.95%
Moneyness out-of-the-money
Leverage 7.7897
Delta 0.4162
Gamma 0.0002
Theta -0.0007
Rho 0.0134
Vega 0.0206
Fair value 0.34
Intrinsic value n.a.
Break-even 273.40
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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