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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1305147204 Security: 130514720 Symbol: NESPRZ Life cycle
Secondary market

Bid Price 0.30

Ask Price 0.31

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.30 0.31
Volume 175'000.00 175'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.30
Change +15.38% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date27.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +22.00%
Year to date (YTD) n.a.
1 month +30.43%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue94.38
Premium0.07%
Premium p.a.0.08%
Leverage8.65
Implied volatility0.17

Reference data

ISIN CH1305147204
Symbol NESPRZ
Security 130514720
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 96.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 20.03.2024

Key figures

Premium 6.84%
Premium p.a. 8.30%
Leverage 15.67
Implied volatility 16.50%
Moneyness out-of-the-money
Leverage 8.6548
Delta 0.5525
Gamma 0.0014
Theta -0.0006
Rho 0.0193
Vega 0.0172
Fair value 0.31
Intrinsic value n.a.
Break-even 102.10
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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