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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1268386823 Security: 126838682 Symbol: NES80Z Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.09.2023
Key Information Document DE 06.09.2023
Key Information Document EN 06.09.2023
Key Information Document FR 06.09.2023
Key Information Document IT 06.09.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date13.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.61%
Year to date (YTD) -75.00%
1 month n.a.
3 months -77.78%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue103.66
Premium0.10%
Premium p.a.0.85%
Leverage45.39
Implied volatility0.16

Reference data

ISIN CH1268386823
Symbol NES80Z
Security 126838682
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 106.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 06.09.2023

Key figures

Premium 9.82%
Premium p.a. 85.36%
Leverage 878.36
Implied volatility 16.11%
Moneyness out-of-the-money
Leverage 45.3856
Delta 0.0517
Gamma 0.0010
Theta -0.0003
Rho 0.0003
Vega 0.0017
Fair value 0.01
Intrinsic value n.a.
Break-even 106.11
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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