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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1305152188 Security: 130515218 Symbol: NES3MZ Life cycle
Secondary market

Bid Price 0.52

Ask Price 0.53

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 17.04.2024
Key Information Document DE 17.04.2024
Key Information Document EN 17.04.2024
Key Information Document FR 17.04.2024
Key Information Document IT 17.04.2024

Price data

  Bid Ask
Price 0.52 0.53
Volume 125'000.00 125'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.52
Change +40.54% [ +0.15 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date24.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +101.92%
Year to date (YTD) n.a.
1 month +73.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue92.51
Premium0.00%
Premium p.a.0.04%
Leverage16.24
Implied volatility0.16

Reference data

ISIN CH1305152188
Symbol NES3MZ
Security 130515218
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 91.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 17.04.2024

Key figures

Premium 0.34%
Premium p.a. 4.48%
Leverage 18.27
Implied volatility 16.07%
Moneyness in-the-money
Leverage 16.2372
Delta 0.8887
Gamma 0.0044
Theta -0.0017
Rho 0.0062
Vega 0.0050
Fair value 0.03
Intrinsic value n.a.
Break-even 96.25
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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