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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1305140571 Security: 130514057 Symbol: NES4BZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.02.2024
Key Information Document DE 26.02.2024
Key Information Document EN 26.02.2024
Key Information Document FR 26.02.2024
Key Information Document IT 26.02.2024

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing17.05.2024
Settlement date04.03.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -75.00%
Year to date (YTD) n.a.
1 month -50.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue94.58
Premium0.01%
Premium p.a.0.21%
Leverage95.12
Implied volatility0.08

Reference data

ISIN CH1305140571
Symbol NES4BZ
Security 130514057
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 96.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 26.02.2024

Key figures

Premium 0.58%
Premium p.a. 21.30%
Leverage 191.88
Implied volatility 8.06%
Moneyness out-of-the-money
Leverage 95.1201
Delta 0.4957
Gamma 0.0149
Theta -0.0014
Rho 0.0006
Vega 0.0032
Fair value 0.03
Intrinsic value n.a.
Break-even 96.50
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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