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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1305140597 Security: 130514059 Symbol: NESGLZ Life cycle
Secondary market

Bid Price 0.20

Ask Price 0.21

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 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 0.20 0.21
Volume 250'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.20
Change +17.65% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date04.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +20.59%
Year to date (YTD) n.a.
1 month +81.82%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue94.58
Premium0.04%
Premium p.a.0.10%
Leverage13.44
Implied volatility0.15

Reference data

ISIN CH1305140597
Symbol NESGLZ
Security 130514059
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 3.60%
Premium p.a. 9.88%
Leverage 23.57
Implied volatility 15.10%
Moneyness in-the-money
Leverage 13.4391
Delta 0.5703
Gamma 0.0022
Theta -0.0008
Rho 0.0093
Vega 0.0115
Fair value 0.17
Intrinsic value n.a.
Break-even 100.10
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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