Symbol: ROGALZ
Underlyings: Roche AG
ISIN: CH0506990966
Zürcher Kantonalbank



SIX Structured Products trading

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


Closing prev. day 0.025
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.025 Volume 80,000
Time 14:25:06 Date 23/02/2021

More Product Information

Core Data

Name Call-Warrant
ISIN CH0506990966
Valor 50699096
Strike 320.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 16/07/2020
Date of maturity 19/03/2021
Last trading day 19/03/2021
Settlement Type Keine Angabe
IRS 871m Not available
Currency safeguarded No
Pricing Keine Angabe
Issuer Zürcher Kantonalbank


Name Roche AG
ISIN CH0012032048
Price 297.9500 CHF
Date 26/02/21 17:31
Ratio 50.00

Key data

Implied volatility 0.26%
Leverage 2.70
Delta 0.01
Gamma 0.00
Vega 0.02
Distance to Strike -22.00
Distance to Strike in % -7.38%

market maker quality Date: 25/02/2021

Average Spread 21.67%
Last Best Bid Price 0.02 CHF
Last Best Ask Price 0.03 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 20,785 CHF
Average Sell Value 6,446 CHF
Spreads Availability Ratio 99.83%
Quote Availability 99.83%

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