Inhaltsseite: Home

ZKB Call Warrant auf
Nestlé AG

ISIN: CH1268391013 Security: 126839101 Symbol: NESG7Z Life cycle
Secondary market

Bid Price 0.01

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 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 18.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -93.48%
Year to date (YTD) -63.64%
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue105.64
Premium0.18%
Premium p.a.0.66%
Leverage22.68
Implied volatility0.20

Reference data

ISIN CH1268391013
Symbol NESG7Z
Security 126839101
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 19.09.2023

Key figures

Premium 17.72%
Premium p.a. 65.98%
Leverage 312.33
Implied volatility 19.99%
Moneyness out-of-the-money
Leverage 22.6761
Delta 0.0726
Gamma 0.0007
Theta -0.0004
Rho 0.0009
Vega 0.0033
Fair value 0.02
Intrinsic value n.a.
Break-even 110.30
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading