Inhaltsseite: Home

ZKB Call Warrant auf
Nestlé AG

ISIN: CH1281043062 Security: 128104306 Symbol: NESRGZ Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 20'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 17.11.2023
Key Information Document DE 17.11.2023
Key Information Document EN 17.11.2023
Key Information Document FR 17.11.2023
Key Information Document IT 17.11.2023

Price data

  Bid Ask
Price 0.07 0.075
Volume 775'000.00 20'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.075
Change +50.00% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume 20'000.00 Unit
Date/time 31.05.2024 17:15

Life cycle

Fixing20.12.2024
Settlement date24.11.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue n.a.
Year to date (YTD) -37.50%
1 month +25.00%
3 months +15.38%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue98.76
Premiumn.a.
Premium p.a.n.a.
Leveragen.a.
Implied volatilityn.a.

Reference data

ISIN CH1281043062
Symbol NESRGZ
Security 128104306
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 17.11.2023

Key figures

Premium n.a.
Premium p.a. n.a.
Leverage n.a.
Implied volatility n.a.
Moneyness out-of-the-money
Leverage n.a.
Delta n.a.
Gamma n.a.
Theta n.a.
Rho n.a.
Vega n.a.
Fair value n.a.
Intrinsic value n.a.
Break-even n.a.
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading