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 |
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 | -82.14% |
Year to date (YTD) | n.a. |
1 month | -70.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 94.14 |
Premium | 0.09% |
Premium p.a. | 1.13% |
Leverage | 25.62 |
Implied volatility | 0.27 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.15 |
Givaudan | 4'234.00 |
ABB Ltd | 49.69 |
ZURICH INSURANCE | 469.50 |
Nestlé SA | 91.64 |
Name | Price |
---|---|
Lonza Group | 485.10 |
UBS | 27.98 |
Partners Group Ho... | 1'193.50 |
Compagnie Financi... | 142.55 |
GEBERIT N | 556.00 |