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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1338496453 Security: 133849645 Symbol: ROG26Z Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

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 0.17 0.18
Volume 350'000.00 350'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.15
Change +15.38% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume 30'000.00 Unit
Date/time 31.05.2024 17:15

Life cycle

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

Performance

Perf. since issue +150.00%
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 price0.07
Underlying price on issue216.45
Premium0.03%
Premium p.a.0.17%
Leverage18.20
Implied volatility0.17

Reference data

ISIN CH1338496453
Symbol ROG26Z
Security 133849645
Exchange SIX Structured Products
Currency CHF
Expiry 26.07.2024
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 03.05.2024

Key figures

Premium 2.60%
Premium p.a. 16.93%
Leverage 33.00
Implied volatility 17.28%
Moneyness in-the-money
Leverage 18.2046
Delta 0.5517
Gamma 0.0006
Theta -0.0015
Rho 0.0046
Vega 0.0089
Fair value 0.15
Intrinsic value n.a.
Break-even 237.00
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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