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ZKB Warrant Call
on Nestlé SA Namenaktie

ISIN: CH1164386315 Security: 116438631 Symbol: NESBYZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Key Information Document DE 02.01.2023
Key Information Document EN 02.01.2023

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Life cycle

Fixing21.06.2024
Settlement date03.08.2022
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Key figures on issue

Issue price0.44
Underlying price on issue117.02
Premiumn.a.
Premium p.a.n.a.
Leveragen.a.
Implied volatilityn.a.

Reference data

ISIN CH1164386315
Symbol NESBYZ
Security 116438631
Exchange SIX Structured Products
Currency CHF
Expiry 21.06.2024
Underlying Nestlé SA
Underlying ISIN CH0038863350
Strike 120.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 26.07.2022

Key figures

Premium n.a.
Premium p.a. n.a.
Leverage 447.90
Implied volatility n.a.
Moneyness out-of-the-money
Leverage n.a.
Delta n.a.
Gamma n.a.
Theta n.a.
Rho n.a.
Vega n.a.
Fair value 0.01
Intrinsic value n.a.
Break-even n.a.
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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