Last price paid | 0.38 | |
Change | -2.56% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 04.04.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -20.21% |
Year to date (YTD) | n.a. |
1 month | +11.76% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 94.14 |
Premium | 0.15% |
Premium p.a. | 0.23% |
Leverage | 5.66 |
Implied volatility | 0.32 |
ISIN | CH1305149291 |
Symbol | NKEVQZ |
Security | 130514929 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Nike -B-, US6541061031 |
Underlying ISIN | US6541061031 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 26.03.2024 |
Premium | 14.57% |
Premium p.a. | 23.23% |
Leverage | 11.25 |
Implied volatility | 32.27% |
Moneyness | out-of-the-money |
Leverage | 5.6637 |
Delta | 0.5034 |
Gamma | 0.0009 |
Theta | -0.0011 |
Rho | 0.0110 |
Vega | 0.0132 |
Fair value | 0.38 |
Intrinsic value | n.a. |
Break-even | 108.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'189.00 |
Holcim | 81.88 |
LOGITECH INT. | 90.94 |
Alcon AG | 82.10 |
Name | Price |
---|---|
Lonza Group | 485.10 |
SWISSCOM N | 492.60 |
SONOVA HLDG N | 285.60 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 259.90 |