Last price paid | 0.82 | |
Change | +1.23% [ +0.01 ] | |
Last traded volume | 5'000.00 Unit | |
Cumulative volume | 5'000.00 Unit | |
Date/time | 24.06.2024 11:12 |
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 | +125.68% |
Year to date (YTD) | n.a. |
1 month | +50.00% |
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. | 0.04% |
Leverage | 5.15 |
Implied volatility | 0.24 |
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 | 3.54% |
Premium p.a. | 3.51% |
Leverage | 7.62 |
Implied volatility | 23.87% |
Moneyness | in-the-money |
Leverage | 5.1451 |
Delta | 0.6755 |
Gamma | 0.0002 |
Theta | -0.0005 |
Rho | 0.0228 |
Vega | 0.0215 |
Fair value | 0.23 |
Intrinsic value | n.a. |
Break-even | 263.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 96.07 |
Alcon AG | 80.40 |
Partners Group Ho... | 1'168.00 |
Nestlé SA | 94.82 |
GEBERIT N | 543.80 |
Name | Price |
---|---|
Swiss Life Hldg | 652.40 |
Swiss Re | 112.40 |
SONOVA HLDG N | 271.60 |
ROCHE GS | 253.80 |
Sika AG | 256.50 |