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ZKB Put Warrant auf
Roche Holding AG

ISIN: CH1338499580 Security: 133849958 Symbol: ROGQAZ Life cycle
Secondary market

Bid Price 0.14

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 825'000.00

Volume 825'000.00

Date/time (delayed) 03.07.2024 10:47:32

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.14 0.15
Volume 825'000.00 825'000.00
Date/time 03.07.24 10:47 03.07.24 10:47

Current data

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

Life cycle

Fixing21.03.2025
Settlement date14.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.39
Underlying price on issue218.25
Premium0.13%
Premium p.a.0.18%
Leverage10.29
Implied volatility0.18

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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