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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1305142346 Security: 130514234 Symbol: NESNOZ Life cycle
Secondary market

Bid Price 0.28

Ask Price 0.29

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 14.06.2024 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 0.28 0.29
Volume 200'000.00 200'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.28
Change +3.70% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date11.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +50.00%
Year to date (YTD) n.a.
1 month -3.45%
3 months +7.69%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue91.87
Premium0.05%
Premium p.a.0.08%
Leverage9.98
Implied volatility0.16

Reference data

ISIN CH1305142346
Symbol NESNOZ
Security 130514234
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 4.64%
Premium p.a. 8.22%
Leverage 16.72
Implied volatility 16.18%
Moneyness in-the-money
Leverage 9.9751
Delta 0.5967
Gamma 0.0017
Theta -0.0007
Rho 0.0144
Vega 0.0139
Fair value 0.22
Intrinsic value n.a.
Break-even 99.70
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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