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ZKB Put Warrant auf
Nike Inc

ISIN: CH1305149267 Security: 130514926 Symbol: NKE66Z Life cycle
Secondary market

Bid Price 0.33

Ask Price 0.34

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 14.05.2024 05:15:00

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 0.33 0.34
Volume 175'000.00 175'000.00
Date/time 14.05.24 17:15 14.05.24 17:15

Current data

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

Life cycle

Fixing17.01.2025
Settlement date04.04.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.35
Underlying price on issue94.14
Premium0.11%
Premium p.a.0.16%
Leverage4.60
Implied volatility0.33

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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