Last price paid | 0.62 | |
Change | -7.46% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.07.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 24.04.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +66.22% |
Year to date (YTD) | n.a. |
1 month | +24.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 220.65 |
Premium | 0.04% |
Premium p.a. | 0.05% |
Leverage | 6.06 |
Implied volatility | 0.22 |
ISIN | CH1305152261 |
Symbol | ROGDOZ |
Security | 130515226 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 230.00 |
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 |
Premium | 4.43% |
Premium p.a. | 4.52% |
Leverage | 9.91 |
Implied volatility | 21.50% |
Moneyness | in-the-money |
Leverage | 6.0553 |
Delta | 0.6110 |
Gamma | 0.0002 |
Theta | -0.0005 |
Rho | 0.0214 |
Vega | 0.0219 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 254.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.50 |
Alcon AG | 80.82 |
Holcim | 81.02 |
NOVARTIS N | 97.24 |
Partners Group Ho... | 1'200.00 |
Name | Price |
---|---|
ROCHE GS | 243.40 |
KUEHNE & NAGEL | 267.60 |
Compagnie Financi... | 140.55 |
UBS | 27.32 |
Givaudan | 4'319.00 |