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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1305138807 Security: 130513880 Symbol: ROG0YZ 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 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 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 -60.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing19.04.2024
Settlement date28.02.2024
Last trading19.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

Perf. since issue -85.00%
Year to date (YTD) n.a.
1 month -85.71%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue229.93
Premium0.07%
Premium p.a.3.78%
Leverage42.37
Implied volatility0.37

Reference data

ISIN CH1305138807
Symbol ROG0YZ
Security 130513880
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
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 7.25%
Premium p.a. 378.13%
Leverage 418.29
Implied volatility 37.27%
Moneyness out-of-the-money
Leverage 42.3671
Delta 0.1013
Gamma 0.0003
Theta -0.0028
Rho 0.0001
Vega 0.0011
Fair value 0.01
Intrinsic value n.a.
Break-even 235.53
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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