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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1305144425 Security: 130514442 Symbol: ROGM5Z Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.02

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 11.03.2024
Key Information Document DE 11.03.2024
Key Information Document EN 11.03.2024
Key Information Document FR 11.03.2024
Key Information Document IT 11.03.2024

Price data

  Bid Ask
Price 0.001 0.02
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 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.05.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date18.03.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -90.45%
Year to date (YTD) n.a.
1 month -81.82%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue240.60
Premium0.02%
Premium p.a.0.64%
Leverage101.30
Implied volatility0.11

Reference data

ISIN CH1305144425
Symbol ROGM5Z
Security 130514442
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
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 11.03.2024

Key figures

Premium 1.74%
Premium p.a. 63.69%
Leverage 450.29
Implied volatility 11.10%
Moneyness out-of-the-money
Leverage 101.3019
Delta 0.2250
Gamma 0.0013
Theta -0.0013
Rho 0.0003
Vega 0.0023
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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