Last price paid | 0.13 | |
Change | +8.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 14.05.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -62.82% |
Year to date (YTD) | n.a. |
1 month | -51.85% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 218.25 |
Premium | 0.13% |
Premium p.a. | 0.18% |
Leverage | 10.29 |
Implied volatility | 0.18 |
ISIN | CH1338499580 |
Symbol | ROGQAZ |
Security | 133849958 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 220.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 40 |
Value day | 06.05.2024 |
Premium | 13.45% |
Premium p.a. | 18.32% |
Leverage | 42.67 |
Implied volatility | 17.58% |
Moneyness | out-of-the-money |
Leverage | 10.2943 |
Delta | -0.2412 |
Gamma | 0.0002 |
Theta | -0.0007 |
Rho | -0.0120 |
Vega | 0.0162 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 214.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 500.80 |
GEBERIT N | 537.80 |
KUEHNE & NAGEL | 266.80 |
Sika AG | 258.00 |
LOGITECH INT. | 85.90 |
Name | Price |
---|---|
Swiss Life Hldg | 646.20 |
ZURICH INSURANCE | 471.20 |
Swiss Re | 106.70 |
ROCHE GS | 247.70 |
NOVARTIS N | 96.23 |