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ZKB Call Warrant auf
Nestlé AG

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

Bid Price 0.52

Ask Price 0.53

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 07.06.2024 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 0.52 0.53
Volume 100'000.00 100'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.53
Change +3.92% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.06.2024 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 +81.03%
Year to date (YTD) n.a.
1 month +65.63%
3 months +76.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue91.87
Premium0.04%
Premium p.a.0.04%
Leverage5.89
Implied volatility0.21

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 4.38%
Premium p.a. 4.15%
Leverage 9.35
Implied volatility 20.74%
Moneyness in-the-money
Leverage 5.8890
Delta 0.6297
Gamma 0.0010
Theta -0.0004
Rho 0.0197
Vega 0.0182
Fair value 0.22
Intrinsic value n.a.
Break-even 102.50
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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