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ZKB Put Warrant auf
Nestlé AG

ISIN: CH1305140340 Security: 130514034 Symbol: NES7HZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 14.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.02.2024
Key Information Document DE 23.02.2024
Key Information Document EN 23.02.2024
Key Information Document FR 23.02.2024
Key Information Document IT 23.02.2024

Price data

  Bid Ask
Price 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.11
Change +22.22% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date01.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -39.47%
Year to date (YTD) n.a.
1 month -21.43%
3 months -50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue95.47
Premium0.13%
Premium p.a.0.23%
Leverage12.71
Implied volatility0.19

Reference data

ISIN CH1305140340
Symbol NES7HZ
Security 130514034
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 84.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 23.02.2024

Key figures

Premium 13.05%
Premium p.a. 23.12%
Leverage 82.85
Implied volatility 18.87%
Moneyness out-of-the-money
Leverage 12.7137
Delta -0.1535
Gamma 0.0018
Theta -0.0007
Rho -0.0089
Vega 0.0169
Fair value 0.12
Intrinsic value n.a.
Break-even 82.85
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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