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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1305138831 Security: 130513883 Symbol: ROGFFZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.04 0.06
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 12:00 17.05.24 12:00

Current data

Last price paid 0.05
Change +400.00% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume 10'000.00 Unit
Date/time 16.05.2024 17:15

Life cycle

Fixing17.05.2024
Settlement date28.02.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -44.44%
Year to date (YTD) n.a.
1 month +25.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue229.93
Premium0.00%
Premium p.a.0.11%
Leverage66.28
Implied volatility0.09

Reference data

ISIN CH1305138831
Symbol ROGFFZ
Security 130513883
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 235.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 21.02.2024

Key figures

Premium 0.30%
Premium p.a. 10.79%
Leverage 94.72
Implied volatility 8.65%
Moneyness in-the-money
Leverage 66.2849
Delta 0.6998
Gamma 0.0020
Theta -0.0013
Rho 0.0009
Vega 0.0027
Fair value 0.01
Intrinsic value n.a.
Break-even 237.50
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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