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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1507474547 Security: 150747454 Symbol: ROGOGZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 17.03.2026
Key Information Document DE 17.03.2026
Key Information Document EN 17.03.2026

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Initial fixing date07.01.2026
Settlement date14.01.2026
Last trading20.03.2026
Final fixing20.03.2026
Currency redemptionCHF

Performance

Perf. since issue -85.00%
Year to date (YTD) n.a.
1 month -88.46%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue333.75
Premium0.21%
Premium p.a.10.75%
Leverage26.16
Implied volatility0.73

Reference data

ISIN CH1507474547
Symbol ROGOGZ
Security 150747454
Exchange SIX Structured Products
Currency CHF
Expiry 27.03.2026
Underlying Roche Holding P, CH1499059983
Underlying ISIN CH1499059983
Strike 370.00
C/P type call
Subscription ratio 40.00
Issuer Zuercher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 07.01.2026

Key figures

Premium 20.62%
Premium p.a. 1075.12%
Leverage 731.19
Implied volatility 72.54%
Moneyness out-of-the-money
Leverage 26.1582
Delta 0.3820
Gamma 0.0001
Theta -0.0039
Rho 0.0001
Vega 0.0008
Fair value 0.01
Intrinsic value n.a.
Break-even 370.42
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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