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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1305152220 Security: 130515222 Symbol: ROGSGZ Life cycle
Secondary market

Bid Price 0.46

Ask Price 0.47

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 17.04.2024
Key Information Document DE 17.04.2024
Key Information Document EN 17.04.2024
Key Information Document FR 17.04.2024
Key Information Document IT 17.04.2024

Price data

  Bid Ask
Price 0.46 0.47
Volume 200'000.00 200'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.46
Change +9.52% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date24.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +132.50%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue220.65
Premium0.01%
Premium p.a.0.05%
Leverage11.06
Implied volatility0.21

Reference data

ISIN CH1305152220
Symbol ROGSGZ
Security 130515222
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 220.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 17.04.2024

Key figures

Premium 0.63%
Premium p.a. 5.50%
Leverage 12.75
Implied volatility 20.79%
Moneyness in-the-money
Leverage 11.0627
Delta 0.8678
Gamma 0.0003
Theta -0.0012
Rho 0.0054
Vega 0.0043
Fair value 0.04
Intrinsic value n.a.
Break-even 238.60
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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