Inhaltsseite: Home

ZKB Call Warrant auf
Nestlé AG

ISIN: CH1305140738 Security: 130514073 Symbol: NESVFZ Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 235'000.00

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

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 0.26 0.27
Volume 225'000.00 235'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.27
Change +68.75% [ +0.11 ]
Last traded volume n.a. Unit
Cumulative volume 15'000.00 Unit
Date/time 31.05.2024 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 -5.36%
Year to date (YTD) n.a.
1 month +92.86%
3 months +28.57%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue93.91
Premium0.01%
Premium p.a.0.15%
Leverage23.79
Implied volatility0.16

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 1.14%
Premium p.a. 14.87%
Leverage 36.06
Implied volatility 16.14%
Moneyness in-the-money
Leverage 23.7875
Delta 0.6597
Gamma 0.0085
Theta -0.0031
Rho 0.0046
Vega 0.0097
Fair value 0.11
Intrinsic value n.a.
Break-even 96.65
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading