Quotes ZKB/CALL/ROCHE GS/300/0.01/06.01.25

Warrant

ROGLFZ

CH1235752693

Market Closed - Bid/Ask 11:15:00 2024-05-14 EDT After market 23:55:01
0.01 CHF -50.00% Intraday chart for ZKB/CALL/ROCHE GS/300/0.01/06.01.25 0.02 +100.00%
3 months-50.00%
6 months-71.43%

Performance

1 month-33.33%
3 months-50.00%
6 months-71.43%
Current year-71.43%
1 year-94.74%

Highs and lows

1 month
0.01
Extreme 0.01
0.02

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellCALL
Underlying ROCHE HOLDING AG
Issuer ZKB
ROGLFZ
ISINCH1235752693
Date issued 2023-01-06
Strike 300 CHF
Maturity 2025-01-06 (218 Days)
Parity 100 : 1
Emission price 0.22 CHF
Emission volume N/A
Settlement les deux
Currency CHF

Technical Indicators

Highest since issue 0.24 CHF
Lowest since issue 0.01 CHF
Delta0.1x
Omega 12.10
Premium30.74x
Gearing115.5x
Moneyness 0.7700
Difference Strike 69 CHF
Difference Strike %+23.00%
Spread 0.02 CHF
Spread %66.67%
Theoretical value 0.0200
Implied Volatility 24.22 %
Total Loss Probability 92.54 %
Intrinsic value 0.000000
Present value 0.0200
Break even 302.00 CHF
Theta-0x
Vega0x
Rho0x
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  4. Quotes ZKB/CALL/ROCHE GS/300/0.01/06.01.25