Last price paid | 0.35 | |
Change | +2.94% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | +1.43% |
Year to date (YTD) | n.a. |
1 month | +2.94% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 94.14 |
Premium | 0.11% |
Premium p.a. | 0.16% |
Leverage | 4.47 |
Implied volatility | 0.33 |
ISIN | CH1305149267 |
Symbol | NKE66Z |
Security | 130514926 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Nike -B-, US6541061031 |
Underlying ISIN | US6541061031 |
Strike | 90.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 26.03.2024 |
Premium | 10.97% |
Premium p.a. | 15.58% |
Leverage | 11.75 |
Implied volatility | 32.94% |
Moneyness | out-of-the-money |
Leverage | 4.4653 |
Delta | -0.3801 |
Gamma | 0.0009 |
Theta | -0.0007 |
Rho | -0.0102 |
Vega | 0.0132 |
Fair value | 0.36 |
Intrinsic value | n.a. |
Break-even | 82.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |