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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1305142403 Security: 130514240 Symbol: NES30Z 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 +12.82% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing19.12.2025
Settlement date11.03.2024
Last trading19.12.2025
Final fixing19.12.2025
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
Premium0.07%
Premium p.a.0.04%
Leverage5.96
Implied volatility0.18

Reference data

ISIN CH1305142403
Symbol NES30Z
Security 130514240
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 94.00
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 7.28%
Premium p.a. 4.49%
Leverage 10.78
Implied volatility 18.00%
Moneyness in-the-money
Leverage 5.9557
Delta 0.5526
Gamma 0.0009
Theta -0.0003
Rho 0.0286
Vega 0.0233
Fair value 0.35
Intrinsic value n.a.
Break-even 102.90
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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