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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1305152261 Security: 130515226 Symbol: ROGDOZ Life cycle
Secondary market

Bid Price 0.81

Ask Price 0.82

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 21.06.2024 05:15:01

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 0.81 0.82
Volume 225'000.00 225'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.81
Change +8.00% [ +0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date24.04.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +120.27%
Year to date (YTD) n.a.
1 month +50.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue220.65
Premium0.04%
Premium p.a.0.04%
Leverage5.14
Implied volatility0.24

Reference data

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

Key figures

Premium 3.88%
Premium p.a. 3.81%
Leverage 7.75
Implied volatility 24.10%
Moneyness in-the-money
Leverage 5.1424
Delta 0.6631
Gamma 0.0002
Theta -0.0005
Rho 0.0229
Vega 0.0219
Fair value 0.25
Intrinsic value n.a.
Break-even 262.60
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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