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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1338496438 Security: 133849643 Symbol: ROGE2Z Life cycle
Secondary market

Bid Price 0.35

Ask Price 0.36

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

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 0.35 0.36
Volume 225'000.00 225'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.35
Change +20.69% [ +0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing19.07.2024
Settlement date13.05.2024
Last trading19.07.2024
Final fixing19.07.2024
Currency redemptionCHF

Performance

Perf. since issue +136.67%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue216.45
Premium0.01%
Premium p.a.0.07%
Leverage12.96
Implied volatility0.18

Reference data

ISIN CH1338496438
Symbol ROGE2Z
Security 133849643
Exchange SIX Structured Products
Currency CHF
Expiry 26.07.2024
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 1.04%
Premium p.a. 6.75%
Leverage 16.32
Implied volatility 17.65%
Moneyness in-the-money
Leverage 12.9558
Delta 0.7937
Gamma 0.0004
Theta -0.0012
Rho 0.0065
Vega 0.0065
Fair value 0.06
Intrinsic value n.a.
Break-even 234.20
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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