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ZKB Call Warrant auf
Nestlé AG

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

Bid Price 0.32

Ask Price 0.33

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

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

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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 0.32 0.33
Volume 175'000.00 175'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.32
Change +23.08% [ +0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

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

Performance

Perf. since issue +16.07%
Year to date (YTD) n.a.
1 month +128.57%
3 months n.a.
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.0.06%
Leverage23.15
Implied volatility0.11

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 0.65%
Premium p.a. 5.67%
Leverage 29.73
Implied volatility 11.35%
Moneyness in-the-money
Leverage 23.1455
Delta 0.7785
Gamma 0.0079
Theta -0.0016
Rho 0.0083
Vega 0.0097
Fair value 0.06
Intrinsic value n.a.
Break-even 97.25
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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