Inhaltsseite: Home

ZKB Call Warrant auf Nestlé N
Nestlé AG

ISIN: CH1235752339 Security: 123575233 Symbol: NESJMZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.01.2023
Key Information Document DE 06.01.2023
Key Information Document EN 06.01.2023
Key Information Document FR 06.01.2023
Key Information Document IT 06.01.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.02.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date13.01.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -90.91%
Year to date (YTD) -25.00%
1 month n.a.
3 months -40.00%
1 year -83.33%
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue110.44
Premium0.47%
Premium p.a.0.78%
Leverage14.57
Implied volatility0.24

Reference data

ISIN CH1235752339
Symbol NESJMZ
Security 123575233
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 140.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 06.01.2023

Key figures

Premium 46.71%
Premium p.a. 77.50%
Leverage 477.80
Implied volatility 24.35%
Moneyness out-of-the-money
Leverage 14.5663
Delta 0.0305
Gamma 0.0002
Theta -0.0001
Rho 0.0008
Vega 0.0026
Fair value 0.01
Intrinsic value n.a.
Break-even 140.20
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading