Last price paid | 0.07 | |
Change | -12.50% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 04.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -75.00% |
Year to date (YTD) | n.a. |
1 month | -63.16% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 94.14 |
Premium | 0.05% |
Premium p.a. | 0.57% |
Leverage | 23.20 |
Implied volatility | 0.24 |
ISIN | CH1305149374 |
Symbol | NKEBUZ |
Security | 130514937 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Nike -B-, US6541061031 |
Underlying ISIN | US6541061031 |
Strike | 95.00 |
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 | 4.69% |
Premium p.a. | 57.06% |
Leverage | 69.98 |
Implied volatility | 23.69% |
Moneyness | out-of-the-money |
Leverage | 23.1970 |
Delta | 0.3315 |
Gamma | 0.0032 |
Theta | -0.0017 |
Rho | 0.0011 |
Vega | 0.0044 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 96.31 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.25 |
Givaudan | 4'239.00 |
ZURICH INSURANCE | 469.20 |
ABB Ltd | 49.64 |
Nestlé SA | 91.70 |
Name | Price |
---|---|
Lonza Group | 486.50 |
UBS | 27.96 |
Compagnie Financi... | 142.25 |
Partners Group Ho... | 1'193.50 |
GEBERIT N | 555.40 |