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ZKB Put Warrant auf
Nestlé AG

ISIN: CH1250715286 Security: 125071528 Symbol: NESFAZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

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 16.03.2023
Key Information Document DE 16.03.2023
Key Information Document EN 16.03.2023
Key Information Document FR 16.03.2023
Key Information Document IT 16.03.2023

Price data

  Bid Ask
Price 0.035 0.045
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 0.045
Change -43.75% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.03.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -80.00%
Year to date (YTD) -71.88%
1 month -70.00%
3 months -82.69%
1 year -65.38%
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue108.86
Premium0.02%
Premium p.a.0.32%
Leverage38.51
Implied volatility0.14

Reference data

ISIN CH1250715286
Symbol NESFAZ
Security 125071528
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 94.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 16.03.2023

Key figures

Premium 2.47%
Premium p.a. 32.19%
Leverage 119.45
Implied volatility 14.20%
Moneyness out-of-the-money
Leverage 38.5132
Delta -0.3224
Gamma 0.0047
Theta -0.0011
Rho -0.0012
Vega 0.0047
Fair value 0.04
Intrinsic value n.a.
Break-even 93.20
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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