Call-Warrant

Symbol: ROGLFZ
Underlyings: Roche AG
ISIN: CH1235752693
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.001
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.001 Volume 170,000
Time 09:16:42 Date 22/11/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1235752693
Valor 123575269
Symbol ROGLFZ
Strike 300.00 CHF
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 09/01/2023
Date of maturity 06/01/2025
Last trading day 20/12/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name Roche AG
ISIN CH0012032048
Price 254.30 CHF
Date 22/11/24 17:30
Ratio 100.00

Key data

Implied volatility 0.41%
Leverage 1.85
Delta 0.00
Gamma 0.00
Vega 0.00
Distance to Strike 45.50
Distance to Strike in % 17.88%

market maker quality Date: 20/11/2024

Average Spread 163.64%
Last Best Bid Price 0.00 CHF
Last Best Ask Price 0.01 CHF
Last Best Bid Volume 1,000,000
Last Best Ask Volume 250,000
Average Buy Volume 1,000,000
Average Sell Volume 250,000
Average Buy Value 1,000 CHF
Average Sell Value 2,500 CHF
Spreads Availability Ratio 99.82%
Quote Availability 99.82%

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