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ZKB Put Warrant auf
Nestlé AG

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

Bid Price 0.30

Ask Price 0.31

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 07.06.2024 05:15:00

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 0.30 0.31
Volume 175'000.00 175'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.30
Change -9.09% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.06.2024 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 +12.96%
Year to date (YTD) -36.17%
1 month -53.13%
3 months -56.52%
1 year +15.38%
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue108.87
Premium0.00%
Premium p.a.0.04%
Leverage13.91
Implied volatility0.21

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 0.24%
Premium p.a. 4.25%
Leverage 16.09
Implied volatility 21.01%
Moneyness in-the-money
Leverage 13.9133
Delta -0.8648
Gamma 0.0022
Theta -0.0011
Rho -0.0026
Vega 0.0025
Fair value 0.01
Intrinsic value n.a.
Break-even 97.90
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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