Call-Warrant

Symbol: ROGCFZ
Underlyings: Roche AG
ISIN: CH0447805356
Issuer:
Zürcher Kantonalbank
Trade

Chart

    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
23.04.21
09:56:00
0.180
0.190
CHF
Volume
375,000
375,000

Performance

Closing prev. day 0.200
Diff. absolute / % - 0.00%

Determined prices

Last Price 0.200 Volume 20,000
Time 14:35:17 Date 22/04/2021

More Product Information

Core Data

Name Call-Warrant
ISIN CH0447805356
Valor 44780535
Symbol ROGCFZ
Strike 310.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 21/11/2019
Date of maturity 18/06/2021
Last trading day 18/06/2021
Settlement Type Keine Angabe
IRS 871m Not available
Currency safeguarded No
Pricing Keine Angabe
Issuer Zürcher Kantonalbank

Underlyings

Name Roche AG
ISIN CH0012032048
Price 311.7000 CHF
Date 23/04/21 09:57
Ratio 50.00

Key data

Break-even point 343.00 CHF
Intrinsic value 0.06
Time value 0.10
Implied volatility 0.20%
Leverage 21.75
Delta 0.56
Gamma 0.03
Vega 0.48
Distance to Strike 2.85
Distance to Strike in % 0.91%

market maker quality Date: 22/04/2021

Average Spread 4.66%
Last Best Bid Price 0.20 CHF
Last Best Ask Price 0.21 CHF
Last Best Bid Volume 350,000
Last Best Ask Volume 350,000
Average Buy Volume 351,958
Average Sell Volume 352,031
Average Buy Value 73,822 CHF
Average Sell Value 77,357 CHF
Spreads Availability Ratio 70.30%
Quote Availability 70.44%

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.