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ZKB Call Warrant auf
Roche Holding AG

ISIN: CH1305138864 Security: 130513886 Symbol: ROGM3Z 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 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 0.001 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 25.04.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date28.02.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -73.75%
Year to date (YTD) n.a.
1 month -60.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.04
Underlying price on issue229.93
Premium0.06%
Premium p.a.2.18%
Leverage49.11
Implied volatility0.27

Reference data

ISIN CH1305138864
Symbol ROGM3Z
Security 130513886
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 250.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 21.02.2024

Key figures

Premium 5.98%
Premium p.a. 218.09%
Leverage 450.29
Implied volatility 26.55%
Moneyness out-of-the-money
Leverage 49.1103
Delta 0.1091
Gamma 0.0004
Theta -0.0019
Rho 0.0001
Vega 0.0014
Fair value 0.01
Intrinsic value n.a.
Break-even 250.53
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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