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ZKB Call Warrant auf 2024-20.06.2025 Roche Holding AG
Roche Holding AG

ISIN: CH1338515575 Security: 133851557 Symbol: ROGUZZ Life cycle
Secondary market

Bid Price 0.82

Ask Price 0.83

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 23.08.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 27.06.2024
Key Information Document DE 27.06.2024
Key Information Document EN 27.06.2024
Key Information Document FR 27.06.2024
Key Information Document IT 27.06.2024

Price data

  Bid Ask
Price 0.82 0.83
Volume 225'000.00 225'000.00
Date/time 23.08.24 17:15 23.08.24 17:15

Current data

Last price paid 0.83
Change -1.19% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.08.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date04.07.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +129.17%
Year to date (YTD) n.a.
1 month +22.06%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue250.40
Premium0.04%
Premium p.a.0.04%
Leverage5.38
Implied volatility0.25

Reference data

ISIN CH1338515575
Symbol ROGUZZ
Security 133851557
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 260.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 27.06.2024

Key figures

Premium 3.61%
Premium p.a. 4.37%
Leverage 8.57
Implied volatility 25.04%
Moneyness in-the-money
Leverage 5.3772
Delta 0.6275
Gamma 0.0002
Theta -0.0016
Rho 0.0324
Vega 0.0230
Fair value 0.26
Intrinsic value n.a.
Break-even 293.00
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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