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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1338504652 Security: 133850465 Symbol: ROGJRZ Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 750'000.00

Volume 750'000.00

Date/time (delayed) 05.07.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.05.2024
Key Information Document DE 22.05.2024
Key Information Document EN 22.05.2024
Key Information Document FR 22.05.2024
Key Information Document IT 22.05.2024

Price data

  Bid Ask
Price 0.12 0.13
Volume 750'000.00 750'000.00
Date/time 05.07.24 17:15 05.07.24 17:15

Current data

Last price paid 0.13
Change -13.33% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 04.07.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date29.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +13.64%
Year to date (YTD) n.a.
1 month +18.18%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue232.85
Premium0.17%
Premium p.a.0.24%
Leverage10.22
Implied volatility0.22

Reference data

ISIN CH1338504652
Symbol ROGJRZ
Security 133850465
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 280.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 22.05.2024

Key figures

Premium 17.14%
Premium p.a. 23.52%
Leverage 48.66
Implied volatility 21.98%
Moneyness out-of-the-money
Leverage 10.2242
Delta 0.2101
Gamma 0.0002
Theta -0.0005
Rho 0.0070
Vega 0.0147
Fair value 0.13
Intrinsic value n.a.
Break-even 285.00
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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