Call-Warrant

Termsheet  
Symbol: ROGEFZ
Underlyings: Roche PS
ISIN: CH1396304623
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
03.08.26
17:35:01
-
-
CHF
Volume
0
0
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 2.400
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 2.500 Volume 3,333
Time 11:22:34 Date 27/07/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1396304623
Valor 139630462
Symbol ROGEFZ
Strike 260.00 CHF
Type Warrants
Type Bull
Ratio 40.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 10/12/2024
Date of maturity 29/12/2026
Last trading day 18/12/2026
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Roche PS
ISIN CH1499059983
Price 356.00 CHF
Date 03/08/26 17:30
Ratio 40.00

Key data

Intrinsic value 2.37
Time value 0.07
Implied volatility 0.45%
Leverage 3.64
Delta 1.00
Distance to Strike -94.80
Distance to Strike in % -26.72%

market maker quality Date: 31/07/2026

Average Spread 0.41%
Last Best Bid Price 2.40 CHF
Last Best Ask Price 2.41 CHF
Last Best Bid Volume 100,000
Last Best Ask Volume 100,000
Average Buy Volume 100,000
Average Sell Volume 100,000
Average Buy Value 242,892 CHF
Average Sell Value 243,892 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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