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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1305140738 Security: 130514073 Symbol: NESVFZ Life cycle
redeemed

Bid Price 0.035

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 27.02.2024
Key Information Document DE 27.02.2024
Key Information Document EN 27.02.2024
Key Information Document FR 27.02.2024
Key Information Document IT 27.02.2024

Price data

  Bid Ask
Price 0.035 0.055
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.055
Change -50.00% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume 6'666.00 Unit
Date/time 20.06.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date05.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -83.93%
Year to date (YTD) n.a.
1 month -82.81%
3 months -78.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue93.91
Premium0.00%
Premium p.a.0.19%
Leverage114.21
Implied volatility0.07

Reference data

ISIN CH1305140738
Symbol NESVFZ
Security 130514073
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 94.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 27.02.2024

Key figures

Premium 0.37%
Premium p.a. 19.39%
Leverage 209.11
Implied volatility 7.39%
Moneyness in-the-money
Leverage 114.2125
Delta 0.5462
Gamma 0.0381
Theta -0.0030
Rho 0.0010
Vega 0.0052
Fair value 0.04
Intrinsic value n.a.
Break-even 94.45
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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