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 |
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 | -30.85% |
Year to date (YTD) | n.a. |
1 month | -12.50% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 94.14 |
Premium | 0.17% |
Premium p.a. | 0.24% |
Leverage | 5.81 |
Implied volatility | 0.31 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 236.10 |
Swiss Re | 106.80 |
ZURICH INSURANCE | 464.40 |
Swiss Life Hldg | 662.00 |
LOGITECH INT. | 81.48 |
Name | Price |
---|---|
UBS | 27.43 |
ABB Ltd | 47.86 |
NOVARTIS N | 92.83 |
Sika AG | 282.20 |
Lonza Group | 530.00 |