Last price paid | 0.13 | |
Change | -18.75% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 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 | -56.25% |
Year to date (YTD) | n.a. |
1 month | +30.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 94.14 |
Premium | 0.01% |
Premium p.a. | 0.30% |
Leverage | 25.67 |
Implied volatility | 0.20 |
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 | 1.40% |
Premium p.a. | 29.99% |
Leverage | 41.01 |
Implied volatility | 20.01% |
Moneyness | in-the-money |
Leverage | 25.6664 |
Delta | 0.6259 |
Gamma | 0.0051 |
Theta | -0.0025 |
Rho | 0.0012 |
Vega | 0.0035 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 97.34 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'168.00 |
SONOVA HLDG N | 288.30 |
ROCHE GS | 239.90 |
NOVARTIS N | 94.28 |
GEBERIT N | 550.80 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.40 |
Nestlé SA | 94.58 |
ZURICH INSURANCE | 471.50 |
SWISSCOM N | 497.00 |
ABB Ltd | 49.86 |