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ZKB Put Warrant auf
Roche Holding AG

ISIN: CH1305140753 Security: 130514075 Symbol: ROG07Z Life cycle
Secondary market

Bid Price 0.01

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 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 27.02.2024
Key Information Document DE 27.02.2024
Key Information Document EN 27.02.2024
Key Information Document FR 27.02.2024
Key Information Document IT 27.02.2024

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date05.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -86.36%
Year to date (YTD) n.a.
1 month -75.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue228.73
Premium0.12%
Premium p.a.1.02%
Leverage26.41
Implied volatility0.25

Reference data

ISIN CH1305140753
Symbol ROG07Z
Security 130514075
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Roche Hldg G, CH0012032048
Underlying ISIN CH0012032048
Strike 210.00
C/P type put
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 27.02.2024

Key figures

Premium 11.68%
Premium p.a. 101.53%
Leverage 395.17
Implied volatility 24.82%
Moneyness out-of-the-money
Leverage 26.4137
Delta -0.0668
Gamma 0.0002
Theta -0.0007
Rho -0.0005
Vega 0.0026
Fair value 0.02
Intrinsic value n.a.
Break-even 209.40
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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