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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1281032933 Security: 128103293 Symbol: NESFMZ 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) 21.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.10.2023
Key Information Document DE 04.10.2023
Key Information Document EN 04.10.2023
Key Information Document FR 04.10.2023
Key Information Document IT 04.10.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 21.05.24 17:15 21.05.24 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 04.03.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date11.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -87.50%
Year to date (YTD) -42.86%
1 month n.a.
3 months -60.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue103.36
Premium0.21%
Premium p.a.0.59%
Leverage20.70
Implied volatility0.20

Reference data

ISIN CH1281032933
Symbol NESFMZ
Security 128103293
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 115.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 04.10.2023

Key figures

Premium 20.99%
Premium p.a. 59.38%
Leverage 317.67
Implied volatility 19.52%
Moneyness out-of-the-money
Leverage 20.7010
Delta 0.0652
Gamma 0.0006
Theta -0.0003
Rho 0.0010
Vega 0.0036
Fair value 0.02
Intrinsic value n.a.
Break-even 115.30
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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