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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1305140647 Security: 130514064 Symbol: ROG0EZ 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 26.02.2024
Key Information Document DE 26.02.2024
Key Information Document EN 26.02.2024
Key Information Document FR 26.02.2024
Key Information Document IT 26.02.2024

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 -50.00% [ -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 date04.03.2024
Last trading19.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

Perf. since issue -79.00%
Year to date (YTD) n.a.
1 month -77.78%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue232.58
Premium0.09%
Premium p.a.4.94%
Leverage35.97
Implied volatility0.45

Reference data

ISIN CH1305140647
Symbol ROG0EZ
Security 130514064
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 240.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 26.02.2024

Key figures

Premium 9.48%
Premium p.a. 494.25%
Leverage 418.48
Implied volatility 45.34%
Moneyness out-of-the-money
Leverage 35.9704
Delta 0.0860
Gamma 0.0002
Theta -0.0030
Rho 0.0001
Vega 0.0009
Fair value 0.01
Intrinsic value n.a.
Break-even 240.53
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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