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ZKB Call Warrant auf
Nike Inc

ISIN: CH1305149242 Security: 130514924 Symbol: NKEPQZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 10:05:17

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.03.2024
Key Information Document DE 26.03.2024
Key Information Document EN 26.03.2024
Key Information Document FR 26.03.2024
Key Information Document IT 26.03.2024

Price data

  Bid Ask
Price 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 10:05 29.05.24 10:01

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date04.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -82.14%
Year to date (YTD) n.a.
1 month -70.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue94.14
Premium0.09%
Premium p.a.1.13%
Leverage25.62
Implied volatility0.27

Reference data

ISIN CH1305149242
Symbol NKEPQZ
Security 130514924
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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

Key figures

Premium 9.29%
Premium p.a. 113.04%
Leverage 167.99
Implied volatility 27.20%
Moneyness out-of-the-money
Leverage 25.6214
Delta 0.1525
Gamma 0.0018
Theta -0.0013
Rho 0.0005
Vega 0.0028
Fair value 0.03
Intrinsic value n.a.
Break-even 100.55
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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