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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1338501146 Security: 133850114 Symbol: ROGCVZ Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.05.2024
Key Information Document DE 13.05.2024
Key Information Document EN 13.05.2024
Key Information Document FR 13.05.2024
Key Information Document IT 13.05.2024

Price data

  Bid Ask
Price 0.065 0.075
Volume 850'000.00 425'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.055
Change -15.38% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume 10'000.00 Unit
Date/time 30.05.2024 17:15

Life cycle

Fixing19.07.2024
Settlement date21.05.2024
Last trading19.07.2024
Final fixing19.07.2024
Currency redemptionCHF

Performance

Perf. since issue -12.50%
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 price0.08
Underlying price on issue226.65
Premium0.05%
Premium p.a.0.33%
Leverage24.96
Implied volatility0.17

Reference data

ISIN CH1338501146
Symbol ROGCVZ
Security 133850114
Exchange SIX Structured Products
Currency CHF
Expiry 26.07.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 240.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 13.05.2024

Key figures

Premium 5.11%
Premium p.a. 33.29%
Leverage 82.50
Implied volatility 16.67%
Moneyness out-of-the-money
Leverage 24.9601
Delta 0.3025
Gamma 0.0006
Theta -0.0012
Rho 0.0026
Vega 0.0079
Fair value 0.07
Intrinsic value n.a.
Break-even 242.80
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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