Symbol: ROGAHZ
Underlyings: Roche AG
ISIN: CH0392730815
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 0.220
Diff. absolute / % 0.04 +22.22%

Determined prices

Last Price 0.220 Volume 150,000
Time 16:12:29 Date 13/09/2019

More Product Information

Core Data

Name Call-Warrant
ISIN CH0392730815
Valor 39273081
Strike 270.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 04/10/2018
Date of maturity 20/12/2019
Last trading day 20/12/2019
Settlement Type Physical delivery
IRS 871m Not available
Currency safeguarded No
Pricing Not specified
Issuer Zürcher Kantonalbank


Name Roche AG
ISIN CH0012032048
Price 273.30 CHF
Date 13/09/19 17:31
Ratio 50.00

Key data

Ask Price (basis for calculation) 0.2300
Calculated price of underlying 273.6500
Premium 2.87%
Premium p.a. 11.19%
Break-even point 281.50 CHF
Time value 0.16
Implied volatility 15.63%
Leverage 14.84
Delta 0.62
Gamma 0.02
Vega 0.54
Distance to Strike -0.70
Distance to Strike in % -0.26%

market maker quality Date: 12/09/2019

Average Spread 5.29%
Last Best Bid Price 0.18 CHF
Last Best Ask Price 0.19 CHF
Last Best Bid Volume 425,000
Last Best Ask Volume 425,000
Average Buy Volume 410,580
Average Sell Volume 409,028
Average Buy Value 75,711 CHF
Average Sell Value 79,540 CHF
Spreads Availability Ratio 99.77%
Quote Availability 99.77%

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