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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1338496537 Security: 133849653 Symbol: ROG1CZ Life cycle
Secondary market

Bid Price 1.60

Ask Price 1.61

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 22.07.2024 05:15:00

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Product Download

Security PDF for download Publication date
Termsheet 03.05.2024
Key Information Document DE 03.05.2024
Key Information Document EN 03.05.2024
Key Information Document FR 03.05.2024
Key Information Document IT 03.05.2024

Price data

  Bid Ask
Price 1.60 1.61
Volume 175'000.00 175'000.00
Date/time 22.07.24 17:15 22.07.24 17:15

Current data

Last price paid 1.60
Change +1.91% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.07.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date13.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +333.78%
Year to date (YTD) n.a.
1 month +60.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue216.45
Premium0.01%
Premium p.a.0.02%
Leverage3.63
Implied volatility0.35

Reference data

ISIN CH1338496537
Symbol ROG1CZ
Security 133849653
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 220.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 03.05.2024

Key figures

Premium 1.46%
Premium p.a. 2.15%
Leverage 4.36
Implied volatility 35.10%
Moneyness in-the-money
Leverage 3.6289
Delta 0.8318
Gamma 0.0001
Theta -0.0006
Rho 0.0154
Vega 0.0131
Fair value 0.10
Intrinsic value n.a.
Break-even 284.20
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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