Last price paid | 1.46 | |
Change | +5.04% [ +0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.08.2024 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 | +295.95% |
Year to date (YTD) | n.a. |
1 month | -2.01% |
3 months | +224.44% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 220.65 |
Premium | 0.01% |
Premium p.a. | 0.01% |
Leverage | 4.08 |
Implied volatility | 0.28 |
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 | 1.12% |
Premium p.a. | 1.36% |
Leverage | 4.87 |
Implied volatility | 27.60% |
Moneyness | in-the-money |
Leverage | 4.0797 |
Delta | 0.8377 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | 0.0188 |
Vega | 0.0142 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 288.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 77.40 |
Sika AG | 270.80 |
Partners Group Ho... | 1'223.50 |
KUEHNE & NAGEL | 263.20 |
Alcon AG | 82.40 |
Name | Price |
---|---|
SWISSCOM N | 534.00 |
Swiss Re | 116.20 |
UBS | 26.07 |
ZURICH INSURANCE | 492.60 |
Lonza Group | 554.80 |