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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1250715328 Security: 125071532 Symbol: NESJSZ 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) 03.06.2024 10:47:10

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 03.06.24 10:47 03.06.24 10:47

Current data

Last price paid 0.035
Change +40.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.03.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -87.50%
Year to date (YTD) -50.00%
1 month n.a.
3 months 0.00%
1 year -90.54%
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue108.86
Premium0.17%
Premium p.a.0.29%
Leverage16.62
Implied volatility0.16

Reference data

ISIN CH1250715328
Symbol NESJSZ
Security 125071532
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 112.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 16.03.2023

Key figures

Premium 17.43%
Premium p.a. 29.31%
Leverage 120.08
Implied volatility 16.23%
Moneyness out-of-the-money
Leverage 16.6249
Delta 0.1385
Gamma 0.0009
Theta -0.0003
Rho 0.0037
Vega 0.0082
Fair value 0.04
Intrinsic value n.a.
Break-even 112.80
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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