Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 11.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.65% |
Year to date (YTD) | -86.36% |
1 month | n.a. |
3 months | -75.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 113.33 |
Premium | 0.42% |
Premium p.a. | 5.05% |
Leverage | 14.80 |
Implied volatility | 0.63 |
ISIN | CH1281047394 |
Symbol | NKETZZ |
Security | 128104739 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Nike -B-, US6541061031 |
Underlying ISIN | US6541061031 |
Strike | 130.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 04.12.2023 |
Premium | 41.54% |
Premium p.a. | 505.44% |
Leverage | 419.55 |
Implied volatility | 63.45% |
Moneyness | out-of-the-money |
Leverage | 14.7956 |
Delta | 0.0353 |
Gamma | 0.0003 |
Theta | -0.0010 |
Rho | 0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 130.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.65 |
Givaudan | 4'237.00 |
ZURICH INSURANCE | 469.30 |
ROCHE GS | 229.00 |
Nestlé SA | 91.72 |
Name | Price |
---|---|
Lonza Group | 486.50 |
UBS | 27.99 |
Compagnie Financi... | 142.50 |
GEBERIT N | 556.80 |
Partners Group Ho... | 1'198.50 |