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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1305152204 Security: 130515220 Symbol: NESC2Z 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) 17.05.2024 05:15:00

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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 0.44 0.45
Volume 125'000.00 125'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.44
Change +7.32% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date24.04.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +58.93%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue92.51
Premium0.04%
Premium p.a.0.05%
Leverage7.52
Implied volatility0.16

Reference data

ISIN CH1305152204
Symbol NESC2Z
Security 130515220
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
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 17.04.2024

Key figures

Premium 4.43%
Premium p.a. 5.13%
Leverage 10.86
Implied volatility 15.73%
Moneyness in-the-money
Leverage 7.5191
Delta 0.6926
Gamma 0.0012
Theta -0.0005
Rho 0.0250
Vega 0.0158
Fair value 0.21
Intrinsic value n.a.
Break-even 100.90
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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