Inhaltsseite: Home

ZKB Put Warrant auf
Roche Holding AG

ISIN: CH1305138930 Security: 130513893 Symbol: ROGVPZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.05.2024 05:15:01

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 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 21.05.24 17:15 21.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -86.67%
Year to date (YTD) n.a.
1 month -77.27%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue229.88
Premium0.09%
Premium p.a.0.87%
Leverage28.50
Implied volatility0.23

Reference data

ISIN CH1305138930
Symbol ROGVPZ
Security 130513893
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 215.00
C/P type put
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 21.02.2024

Key figures

Premium 9.04%
Premium p.a. 86.88%
Leverage 294.38
Implied volatility 22.63%
Moneyness out-of-the-money
Leverage 28.5003
Delta -0.0968
Gamma 0.0002
Theta -0.0009
Rho -0.0006
Vega 0.0032
Fair value 0.02
Intrinsic value n.a.
Break-even 214.20
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading