Call-Warrant

Symbol: ROGAHZ
Underlyings: Roche AG
ISIN: CH0392730815
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
23/07/19
13:19:31
0.160
0.170
CHF
Volume
500,000
620,000

Performance

Closing prev. day 0.170
Diff. absolute / % -0.01 -5.88%

Determined prices

Last Price 0.160 Volume 10,000
Time 09:48:31 Date 23/07/2019

More Product Information

Core Data

Name Call-Warrant
ISIN CH0392730815
Valor 39273081
Symbol ROGAHZ
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

Underlyings

Name Roche AG
ISIN CH0012032048
Price 264.30 CHF
Date 23/07/19 14:04
Ratio 50.00

Key data

Ask Price (basis for calculation) 0.1700
Calculated price of underlying 264.0500
Premium 5.47%
Premium p.a. 13.89%
Break-even point 278.50 CHF
Time value 0.17
Implied volatility 16.97%
Leverage 13.14
Delta 0.42
Gamma 0.01
Vega 0.66
Distance to Strike -5.65
Distance to Strike in % -2.14%

market maker quality Date: 22/07/2019

Average Spread 5.56%
Last Best Bid Price 0.17 CHF
Last Best Ask Price 0.18 CHF
Last Best Bid Volume 475,000
Last Best Ask Volume 475,000
Average Buy Volume 477,316
Average Sell Volume 476,633
Average Buy Value 83,535 CHF
Average Sell Value 88,187 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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