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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1250715302 Security: 125071530 Symbol: NESAOZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

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 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.001
Change -80.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume 300'000.00 Unit
Date/time 14.06.2024 17:15

Life cycle

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

Performance

Perf. since issue -96.50%
Year to date (YTD) -96.67%
1 month n.a.
3 months n.a.
1 year -99.64%
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue108.86
Premium0.17%
Premium p.a.8.95%
Leverage25.51
Implied volatility0.69

Reference data

ISIN CH1250715302
Symbol NESAOZ
Security 125071530
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 110.00
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 17.17%
Premium p.a. 895.29%
Leverage 447.90
Implied volatility 69.17%
Moneyness out-of-the-money
Leverage 25.5122
Delta 0.0570
Gamma 0.0006
Theta -0.0034
Rho 0.0000
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 110.21
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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