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ZKB Put Warrant auf
Nike Inc

ISIN: CH1305133295 Security: 130513329 Symbol: NKE6VZ Life cycle
Secondary market

Bid Price 0.60

Ask Price 0.61

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 29.05.2024 10:15:24

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.01.2024
Key Information Document DE 25.01.2024
Key Information Document EN 25.01.2024
Key Information Document FR 25.01.2024
Key Information Document IT 25.01.2024

Price data

  Bid Ask
Price 0.60 0.61
Volume 100'000.00 100'000.00
Date/time 29.05.24 10:15 29.05.24 10:15

Current data

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

Life cycle

Fixing17.01.2025
Settlement date01.02.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.49
Underlying price on issue101.11
Premium0.06%
Premium p.a.0.09%
Leverage3.83
Implied volatility0.33

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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