Call-Warrant

Symbol: ROGAGZ
Underlyings: Roche AG
ISIN: CH0506990925
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
27.10.21
09:58:00
0.001
0.015
CHF
Volume
1.00 m.
250,000

Performance

Closing prev. day 0.015
Diff. absolute / % - 0.00%

Determined prices

Last Price 0.015 Volume 30,000
Time 12:26:07 Date 26/10/2021

More Product Information

Core Data

Name Call-Warrant
ISIN CH0506990925
Valor 50699092
Symbol ROGAGZ
Strike 400.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 16/07/2020
Date of maturity 17/12/2021
Last trading day 17/12/2021
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Roche AG
ISIN CH0012032048
Price 356.50 CHF
Date 27/10/21 15:13
Ratio 50.00

Key data

Implied volatility 0.21%
Leverage 176.20
Delta 0.02
Gamma 0.00
Vega 0.08
Distance to Strike -45.40
Distance to Strike in % -12.80%

market maker quality Date: 26/10/2021

Average Spread 164.87%
Last Best Bid Price 0.00 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 1,000,000
Last Best Ask Volume 250,000
Average Buy Volume 1,000,000
Average Sell Volume 249,877
Average Buy Value 1,969 CHF
Average Sell Value 3,835 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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