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ZKB Call Warrant auf 2024-20.12.2024 Roche Holding AG
Roche Holding AG

ISIN: CH1338510071 Security: 133851007 Symbol: ROGKPZ Life cycle
Secondary market

Bid Price 0.20

Ask Price 0.21

Currency CHF

Exchange SIX Structured Products

Volume 450'000.00

Volume 450'000.00

Date/time (delayed) 21.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2024
Key Information Document DE 12.06.2024
Key Information Document EN 12.06.2024
Key Information Document FR 12.06.2024
Key Information Document IT 12.06.2024

Price data

  Bid Ask
Price 0.20 0.21
Volume 450'000.00 450'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.20
Change +11.11% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date19.06.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +36.67%
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 price0.15
Underlying price on issue242.25
Premium0.10%
Premium p.a.0.18%
Leverage11.36
Implied volatility0.19

Reference data

ISIN CH1338510071
Symbol ROGKPZ
Security 133851007
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 270.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 12.06.2024

Key figures

Premium 9.92%
Premium p.a. 18.19%
Leverage 30.87
Implied volatility 18.70%
Moneyness out-of-the-money
Leverage 11.3623
Delta 0.3681
Gamma 0.0003
Theta -0.0009
Rho 0.0116
Vega 0.0176
Fair value 0.21
Intrinsic value n.a.
Break-even 278.20
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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