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ZKB Put Warrant auf
Roche Holding AG

ISIN: CH1338504710 Security: 133850471 Symbol: ROGWUZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 1'000'000.00

Date/time (delayed) 30.07.2024 05:15:00

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 0.11 0.12
Volume 1'000'000.00 1'000'000.00
Date/time 30.07.24 17:15 30.07.24 17:15

Current data

Last price paid 0.12
Change -14.29% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.07.2024 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 -76.04%
Year to date (YTD) n.a.
1 month -55.56%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.48
Underlying price on issue232.85
Premium0.18%
Premium p.a.0.27%
Leverage10.13
Implied volatility0.21

Reference data

ISIN CH1338504710
Symbol ROGWUZ
Security 133850471
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 240.00
C/P type put
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 22.05.2024

Key figures

Premium 17.55%
Premium p.a. 26.58%
Leverage 62.07
Implied volatility 21.04%
Moneyness out-of-the-money
Leverage 10.1288
Delta -0.1632
Gamma 0.0001
Theta -0.0007
Rho -0.0084
Vega 0.0141
Fair value 0.12
Intrinsic value n.a.
Break-even 235.40
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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