A cool kid makes their name cool, unless they have a really normal boring name like Matthew or James, in which case they can still bew cool but their name won't stand out as part of their coolness.
I am a KS2 supply teacher and observe these things very closely so I am speaking from experience here 
Cool nmes do help though, if the kid has something about him anyway, it adds to the complete package, as does being a good looking kid.
Some names that can add to a cool kid and that seem cool becuase a kid carries it off well include Bo, Hugo, Mungo, Bruno, Aston, Henry, Max, Saxon, Roman, Rufus, Cornelius, Logan and Zak.
I have known kids by these names who are not cool and the name then just becomes a nice name, rather than a cool one.
Also though, kids go through different stages in their lives when they are cool and then not so cool, so it changes anyway. No kid is cool all the time. Nor should we want them to be.