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ZKB Call Warrant auf
Roche Holding AG

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

Bid Price 0.025

Ask Price 0.035

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
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 0.025 0.035
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 0.03
Change +100.00% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume 50'000.00 Unit
Date/time 16.05.2024 17:15

Life cycle

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

Performance

Perf. since issue -88.89%
Year to date (YTD) -81.25%
1 month n.a.
3 months -40.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue248.20
Premium0.06%
Premium p.a.0.53%
Leverage31.61
Implied volatility0.17

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 6.07%
Premium p.a. 52.78%
Leverage 158.07
Implied volatility 17.29%
Moneyness out-of-the-money
Leverage 31.6062
Delta 0.2000
Gamma 0.0004
Theta -0.0010
Rho 0.0011
Vega 0.0045
Fair value 0.03
Intrinsic value n.a.
Break-even 251.50
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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