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 |
Fixing | 20.06.2025 |
Settlement date | 04.07.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
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. |
Issue price | 0.36 |
Underlying price on issue | 250.40 |
Premium | 0.04% |
Premium p.a. | 0.04% |
Leverage | 5.38 |
Implied volatility | 0.25 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 117.85 |
SONOVA HLDG N | 298.20 |
KUEHNE & NAGEL | 262.10 |
GEBERIT N | 533.60 |
Holcim | 81.42 |
Name | Price |
---|---|
Lonza Group | 559.40 |
LOGITECH INT. | 77.94 |
NOVARTIS N | 100.40 |
ROCHE GS | 283.20 |
Nestlé SA | 89.54 |