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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1305151727 Security: 130515172 Symbol: ROGZ4Z Life cycle
redeemed

Bid Price 0.66

Ask Price 0.68

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.04.2024
Key Information Document DE 15.04.2024
Key Information Document EN 15.04.2024
Key Information Document FR 15.04.2024
Key Information Document IT 15.04.2024

Price data

  Bid Ask
Price 0.66 0.68
Volume 175'000.00 175'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.66
Change +3.13% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 12:05

Life cycle

Fixing21.06.2024
Settlement date22.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +235.00%
Year to date (YTD) n.a.
1 month +106.25%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue225.05
Premium0.00%
Premium p.a.0.15%
Leverage8.69
Implied volatility0.56

Reference data

ISIN CH1305151727
Symbol ROGZ4Z
Security 130515172
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 225.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 15.04.2024

Key figures

Premium 0.28%
Premium p.a. 14.54%
Leverage 9.37
Implied volatility 55.78%
Moneyness in-the-money
Leverage 8.6917
Delta 0.9277
Gamma 0.0002
Theta -0.0048
Rho 0.0010
Vega 0.0012
Fair value 0.02
Intrinsic value n.a.
Break-even 251.80
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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