Symbol: ROGCOZ
Underlyings: Roche AG
ISIN: CH1164373230
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 0.250
Diff. absolute / % 0.02 +9.52%

Determined prices

Last Price 0.250 Volume 100,000
Time 15:48:20 Date 28/11/2022

More Product Information

Core Data

Name Call-Warrant
ISIN CH1164373230
Valor 116437323
Strike 320.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 24/06/2022
Date of maturity 16/06/2023
Last trading day 16/06/2023
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank


Name Roche AG
ISIN CH0012032048
Price 312.4000 CHF
Date 28/11/22 17:30
Ratio 50.00

Key data

Implied volatility 0.19%
Leverage 11.09
Delta 0.44
Gamma 0.01
Vega 0.90
Distance to Strike -6.20
Distance to Strike in % -1.98%

market maker quality Date: 25/11/2022

Average Spread 4.19%
Last Best Bid Price 0.23 CHF
Last Best Ask Price 0.24 CHF
Last Best Bid Volume 475,000
Last Best Ask Volume 475,000
Average Buy Volume 482,554
Average Sell Volume 482,570
Average Buy Value 112,757 CHF
Average Sell Value 117,588 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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