Last price paid | 0.34 | |
Change | -2.86% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | -4.29% |
Year to date (YTD) | n.a. |
1 month | -5.56% |
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 | 4.60 |
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 | 11.44% |
Premium p.a. | 16.18% |
Leverage | 12.63 |
Implied volatility | 32.59% |
Moneyness | out-of-the-money |
Leverage | 4.6002 |
Delta | -0.3643 |
Gamma | 0.0008 |
Theta | -0.0007 |
Rho | -0.0100 |
Vega | 0.0132 |
Fair value | 0.34 |
Intrinsic value | n.a. |
Break-even | 82.61 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.94 |
SONOVA HLDG N | 285.80 |
LOGITECH INT. | 80.50 |
Compagnie Financi... | 136.40 |
Partners Group Ho... | 1'251.50 |
Name | Price |
---|---|
Lonza Group | 507.40 |
ROCHE GS | 224.60 |
Swiss Re | 103.40 |
Givaudan | 4'066.00 |
SWISSCOM N | 502.00 |