Last price paid | 1.34 | |
Change | +9.84% [ +0.12 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.07.2024 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 | +263.51% |
Year to date (YTD) | n.a. |
1 month | +63.41% |
3 months | +282.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 220.65 |
Premium | 0.02% |
Premium p.a. | 0.02% |
Leverage | 4.03 |
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 | 2.27% |
Premium p.a. | 2.46% |
Leverage | 5.16 |
Implied volatility | 28.35% |
Moneyness | in-the-money |
Leverage | 4.0312 |
Delta | 0.7816 |
Gamma | 0.0001 |
Theta | -0.0005 |
Rho | 0.0233 |
Vega | 0.0181 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 283.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 559.80 |
ROCHE GS | 277.50 |
Alcon AG | 81.98 |
NOVARTIS N | 96.93 |
SWISSCOM N | 534.50 |
Name | Price |
---|---|
Nestlé SA | 88.82 |
Partners Group Ho... | 1'175.50 |
ABB Ltd | 47.24 |
LOGITECH INT. | 77.70 |
Compagnie Financi... | 131.20 |