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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1268393639 Security: 126839363 Symbol: ROG2XZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.09.2023
Key Information Document DE 26.09.2023
Key Information Document EN 26.09.2023
Key Information Document FR 26.09.2023
Key Information Document IT 26.09.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.30%
Year to date (YTD) -90.63%
1 month -57.14%
3 months -70.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue248.20
Premium0.09%
Premium p.a.0.91%
Leverage39.51
Implied volatility0.18

Reference data

ISIN CH1268393639
Symbol ROG2XZ
Security 126839363
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 250.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 26.09.2023

Key figures

Premium 8.72%
Premium p.a. 90.98%
Leverage 460.80
Implied volatility 18.48%
Moneyness out-of-the-money
Leverage 39.5067
Delta 0.0857
Gamma 0.0002
Theta -0.0006
Rho 0.0004
Vega 0.0022
Fair value 0.01
Intrinsic value n.a.
Break-even 250.50
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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