Last price paid | 0.60 | |
Change | +1.69% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 01.02.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | +23.47% |
Year to date (YTD) | n.a. |
1 month | +9.09% |
3 months | +46.34% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.49 |
Underlying price on issue | 101.11 |
Premium | 0.06% |
Premium p.a. | 0.09% |
Leverage | 3.83 |
Implied volatility | 0.33 |
ISIN | CH1305133295 |
Symbol | NKE6VZ |
Security | 130513329 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Nike -B-, US6541061031 |
Underlying ISIN | US6541061031 |
Strike | 100.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 25.01.2024 |
Premium | 5.71% |
Premium p.a. | 8.58% |
Leverage | 6.94 |
Implied volatility | 32.54% |
Moneyness | in-the-money |
Leverage | 3.8278 |
Delta | -0.5516 |
Gamma | 0.0010 |
Theta | -0.0007 |
Rho | -0.0130 |
Vega | 0.0132 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 86.74 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.05 |
Givaudan | 4'233.00 |
ZURICH INSURANCE | 469.50 |
ABB Ltd | 49.65 |
Nestlé SA | 91.60 |
Name | Price |
---|---|
Lonza Group | 485.40 |
UBS | 27.96 |
Partners Group Ho... | 1'194.00 |
Compagnie Financi... | 142.45 |
GEBERIT N | 555.60 |