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ZKB Warrant Call
on Roche Holding AG Genussschein

ISIN: CH1164386679 Security: 116438667 Symbol: ROGBUZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Key Information Document DE 02.01.2023
Key Information Document EN 02.01.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.11.2023 17:20

Life cycle

Fixing21.06.2024
Settlement date03.08.2022
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.80%
Year to date (YTD) n.a.
1 month n.a.
3 months -33.33%
1 year -92.31%
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue330.20
Premium0.48%
Premium p.a.4.99%
Leverage13.80
Implied volatility0.64

Reference data

ISIN CH1164386679
Symbol ROGBUZ
Security 116438667
Exchange SIX Structured Products
Currency CHF
Expiry 21.06.2024
Underlying Roche Holding AG
Underlying ISIN CH0012032048
Strike 350.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 26.07.2022

Key figures

Premium 47.85%
Premium p.a. 499.00%
Leverage 431.09
Implied volatility 64.20%
Moneyness out-of-the-money
Leverage 13.8039
Delta 0.0320
Gamma 0.0000
Theta -0.0005
Rho 0.0001
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 350.55
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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