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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1305127636 Security: 130512763 Symbol: NESK8Z Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

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 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 0.035 0.045
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 0.045
Change +12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -55.56%
Year to date (YTD) -43.75%
1 month +28.57%
3 months -43.75%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue97.61
Premium0.12%
Premium p.a.0.34%
Leverage19.87
Implied volatility0.17

Reference data

ISIN CH1305127636
Symbol NESK8Z
Security 130512763
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 19.12.2023

Key figures

Premium 12.07%
Premium p.a. 34.14%
Leverage 119.13
Implied volatility 16.69%
Moneyness out-of-the-money
Leverage 19.8683
Delta 0.1668
Gamma 0.0013
Theta -0.0005
Rho 0.0027
Vega 0.0071
Fair value 0.04
Intrinsic value n.a.
Break-even 106.80
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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