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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1305127602 Security: 130512760 Symbol: NESQIZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

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 19.12.2023
Key Information Document DE 19.12.2023
Key Information Document EN 19.12.2023
Key Information Document FR 19.12.2023
Key Information Document IT 19.12.2023

Price data

  Bid Ask
Price 0.04 0.05
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 0.04
Change +33.33% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -71.88%
Year to date (YTD) -71.43%
1 month +33.33%
3 months -69.23%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue97.61
Premium0.04%
Premium p.a.0.32%
Leverage33.25
Implied volatility0.14

Reference data

ISIN CH1305127602
Symbol NESQIZ
Security 130512760
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 99.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.12.2023

Key figures

Premium 3.65%
Premium p.a. 31.74%
Leverage 107.09
Implied volatility 14.22%
Moneyness out-of-the-money
Leverage 33.2519
Delta 0.3105
Gamma 0.0038
Theta -0.0010
Rho 0.0017
Vega 0.0058
Fair value 0.05
Intrinsic value n.a.
Break-even 99.90
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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