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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1305152238 Security: 130515223 Symbol: ROGSZZ Life cycle
Secondary market

Bid Price 0.34

Ask Price 0.35

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 17.04.2024
Key Information Document DE 17.04.2024
Key Information Document EN 17.04.2024
Key Information Document FR 17.04.2024
Key Information Document IT 17.04.2024

Price data

  Bid Ask
Price 0.34 0.35
Volume 350'000.00 350'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.33
Change +10.00% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume 10'000.00 Unit
Date/time 31.05.2024 17:15

Life cycle

Fixing21.03.2025
Settlement date24.04.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +32.69%
Year to date (YTD) n.a.
1 month +32.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue220.65
Premium0.09%
Premium p.a.0.12%
Leverage7.17
Implied volatility0.24

Reference data

ISIN CH1305152238
Symbol ROGSZZ
Security 130515223
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 240.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 17.04.2024

Key figures

Premium 9.49%
Premium p.a. 11.51%
Leverage 16.80
Implied volatility 23.70%
Moneyness out-of-the-money
Leverage 7.1740
Delta 0.4271
Gamma 0.0002
Theta -0.0006
Rho 0.0138
Vega 0.0200
Fair value 0.35
Intrinsic value n.a.
Break-even 253.80
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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