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ZKB Put Warrant auf
Nestlé AG

ISIN: CH1305139011 Security: 130513901 Symbol: NESNRZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.10 0.11
Volume 475'000.00 475'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.11
Change -38.89% [ -0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -38.24%
Year to date (YTD) n.a.
1 month -59.26%
3 months -70.27%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue99.65
Premium0.01%
Premium p.a.0.14%
Leverage26.91
Implied volatility0.15

Reference data

ISIN CH1305139011
Symbol NESNRZ
Security 130513901
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 97.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 21.02.2024

Key figures

Premium 1.06%
Premium p.a. 13.86%
Leverage 45.68
Implied volatility 14.70%
Moneyness in-the-money
Leverage 26.9137
Delta -0.5892
Gamma 0.0050
Theta -0.0013
Rho -0.0023
Vega 0.0052
Fair value 0.05
Intrinsic value n.a.
Break-even 94.90
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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