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ZKB Put Warrant auf 2024-20.09.2024 Roche Holding AG
Roche Holding AG

ISIN: CH1338525061 Security: 133852506 Symbol: ROGVAZ Life cycle
Secondary market

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 600'000.00

Volume 300'000.00

Date/time (delayed) 23.08.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.08.2024
Key Information Document DE 12.08.2024
Key Information Document EN 12.08.2024

Price data

  Bid Ask
Price 0.085 0.095
Volume 600'000.00 300'000.00
Date/time 23.08.24 17:15 23.08.24 17:15

Current data

Last price paid 0.09
Change -5.26% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.08.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date19.08.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -52.63%
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 price0.19
Underlying price on issue276.95
Premium0.04%
Premium p.a.0.42%
Leverage24.32
Implied volatility0.20

Reference data

ISIN CH1338525061
Symbol ROGVAZ
Security 133852506
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 275.00
C/P type put
Subscription ratio 40.00
Issuer Zuercher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 12.08.2024

Key figures

Premium 4.03%
Premium p.a. 42.04%
Leverage 78.56
Implied volatility 20.08%
Moneyness out-of-the-money
Leverage 24.3212
Delta -0.3096
Gamma 0.0005
Theta -0.0022
Rho -0.0022
Vega 0.0077
Fair value 0.09
Intrinsic value n.a.
Break-even 271.40
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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