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ZKB Call Warrant auf
Nike Inc

ISIN: CH1305149291 Security: 130514929 Symbol: NKEVQZ Life cycle
Secondary market

Bid Price 0.32

Ask Price 0.33

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 16.05.2024 03:04:06

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 0.32 0.33
Volume 175'000.00 175'000.00
Date/time 16.05.24 15:04 16.05.24 15:04

Current data

Last price paid 0.35
Change -5.41% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 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 -30.85%
Year to date (YTD) n.a.
1 month -12.50%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.47
Underlying price on issue94.14
Premium0.17%
Premium p.a.0.24%
Leverage5.81
Implied volatility0.31

Reference data

ISIN CH1305149291
Symbol NKEVQZ
Security 130514929
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
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 16.93%
Premium p.a. 24.13%
Leverage 12.76
Implied volatility 31.30%
Moneyness out-of-the-money
Leverage 5.8098
Delta 0.4555
Gamma 0.0009
Theta -0.0010
Rho 0.0110
Vega 0.0136
Fair value 0.33
Intrinsic value n.a.
Break-even 107.19
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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