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ROGCEZ
Put-Warrant auf Roche AG
CHF 0.130
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Valor:
44780534
ISIN:
CH0447805349
Last Trading:
18.06.2021
Issuer:
ZKB
ROGCEZ
Price:
CHF 0.130
Put-Warrant
on Roche AG
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Valor:
44780534
ISIN:
CH0447805349
Last Trading Date:
18.06.2021
Issuer:
ZKB
The Warrant issued by Zürcher Kantonalbank is suited for investors who expect a negative performance of the underlying Roche AG in the short term.
Issuer
Zürcher Kantonalbank
Issuer Rating
AAA / Aaa / AAA
Underlying
Roche AG
Category
Warrant
Type
Put
Ratio
50.00
Strike
300.00
Collateralized
Risk Class
First Trading Date
21.11.2019
Last Trading Date
18.06.2021
Redemption Date
18.06.2021
Delivery
cash or physical
Termsheet
Product Report
MIC
SIX Swiss Exchange
Currency
CHF
Bid
0.130
16.04.2021
550'000 Stk
Ask
0.140
16.04.2021
550'000 Stk
Last
0.190
24.03.2021
0 Stk
Change
0.01 (7.69 %)
Turnover
0
Performance (since Issue)
-81.69 %
Performance (1 week)
0 %
Performance (since 1.1.)
-60.61 %
Delta
-0.35
Gamma
0.02
Moneyness
-0.02 %
Gearing
47.27
Break Even
262.00
Leverage
16.56
Implied Volatility
18.07 %
Time to Maturity
61
Roche AG
(CHF)
Last Price:
307.25 (16:44)
Strike (Distance)
300.00 (1.59 %)
Simulator
Trading Desk, 15/04/2021
April, April
Trading Desk, 14/04/2021
Puma: Ein nahezu perfekter Konter
Opinion Leaders, 13/04/2021
„Traue keinem“ – und andere Erfolgsmodelle
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Product description
The Warrant issued by Zürcher Kantonalbank is suited for investors who expect a negative performance of the underlying Roche AG in the short term.
Details
Issuer
Zürcher Kantonalbank
Issuer Rating
AAA / Aaa / AAA
Underlying
Roche AG
Category
Warrant
Type
Put
Ratio
50.00
Strike
300.00
Collateralized
Risk Class
First Trading Date
21.11.2019
Last Trading Date
18.06.2021
Redemption Date
18.06.2021
Delivery
cash or physical
Termsheet
Product Report
Kennzahlen
Delta
-0.35
Gamma
0.02
Moneyness
-0.02 %
Gearing
47.27
Break Even
262.00
Leverage
16.56
Implied Volatility
18.07 %
Time to Maturity
61
Market Data
MIC
SIX Swiss Exchange
Currency
CHF
Bid
0.130
16.04.2021
550'000 Stk
Ask
0.140
16.04.2021
550'000 Stk
Last
0.190
24.03.2021
0 Stk
Change
0.01 (7.69 %)
Turnover
0
Performance (since Issue)
-81.69 %
Performance (1 week)
0 %
Performance (since 1.1.)
-60.61 %
Charts
Basiswerte
Roche AG
(CHF)
Last Price:
307.25 (16:44)
Strike (Distance)
300.00 (1.59 %)
Posts
Trading Desk, 15/04/2021
April, April
Trading Desk, 14/04/2021
Puma: Ein nahezu perfekter Konter
Opinion Leaders, 13/04/2021
„Traue keinem“ – und andere Erfolgsmodelle