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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1305140381 Security: 130514038 Symbol: ROGXLZ 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 23.02.2024
Key Information Document DE 23.02.2024
Key Information Document EN 23.02.2024
Key Information Document FR 23.02.2024
Key Information Document IT 23.02.2024

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 -90.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing19.04.2024
Settlement date01.03.2024
Last trading19.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

Perf. since issue -89.50%
Year to date (YTD) n.a.
1 month -99.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue230.05
Premium0.05%
Premium p.a.2.57%
Leverage53.53
Implied volatility0.28

Reference data

ISIN CH1305140381
Symbol ROGXLZ
Security 130514038
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 230.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 23.02.2024

Key figures

Premium 4.93%
Premium p.a. 256.92%
Leverage 418.48
Implied volatility 28.16%
Moneyness out-of-the-money
Leverage 53.5281
Delta 0.1279
Gamma 0.0005
Theta -0.0025
Rho 0.0001
Vega 0.0013
Fair value 0.01
Intrinsic value n.a.
Break-even 230.53
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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