Inhaltsseite: Home

ZKB Call Warrant auf
Nestlé AG

ISIN: CH1305142361 Security: 130514236 Symbol: NES7XZ Life cycle
Secondary market

Bid Price 0.44

Ask Price 0.45

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.03.2024
Key Information Document DE 04.03.2024
Key Information Document EN 04.03.2024
Key Information Document FR 04.03.2024
Key Information Document IT 04.03.2024

Price data

  Bid Ask
Price 0.44 0.45
Volume 125'000.00 125'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.44
Change +22.22% [ +0.08 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date11.03.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +53.45%
Year to date (YTD) n.a.
1 month +29.41%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue91.87
Premium0.05%
Premium p.a.0.05%
Leverage6.32
Implied volatility0.20

Reference data

ISIN CH1305142361
Symbol NES7XZ
Security 130514236
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 92.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 04.03.2024

Key figures

Premium 5.19%
Premium p.a. 4.83%
Leverage 10.78
Implied volatility 19.95%
Moneyness in-the-money
Leverage 6.3191
Delta 0.5863
Gamma 0.0010
Theta -0.0004
Rho 0.0191
Vega 0.0186
Fair value 0.25
Intrinsic value n.a.
Break-even 100.90
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading