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ZKB Put Warrant auf
Nestlé AG

ISIN: CH1268367948 Security: 126836794 Symbol: NESC7Z Life cycle
Secondary market

Bid Price 0.49

Ask Price 0.50

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 20.06.2024 01:05:27

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.06.2023
Key Information Document DE 05.06.2023
Key Information Document EN 05.06.2023
Key Information Document FR 05.06.2023
Key Information Document IT 05.06.2023

Price data

  Bid Ask
Price 0.49 0.50
Volume 125'000.00 125'000.00
Date/time 20.06.24 13:05 20.06.24 13:05

Current data

Last price paid 0.48
Change +6.67% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 18.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +83.33%
Year to date (YTD) +2.13%
1 month +20.00%
3 months -17.24%
1 year +92.00%
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue108.87
Premium0.00%
Premium p.a.0.16%
Leverage8.48
Implied volatility0.51

Reference data

ISIN CH1268367948
Symbol NESC7Z
Security 126836794
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 104.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 05.06.2023

Key figures

Premium 0.36%
Premium p.a. 16.43%
Leverage 9.54
Implied volatility 51.47%
Moneyness in-the-money
Leverage 8.4780
Delta -0.8887
Gamma 0.0013
Theta -0.0040
Rho -0.0010
Vega 0.0013
Fair value 0.02
Intrinsic value n.a.
Break-even 94.10
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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