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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1338496321 Security: 133849632 Symbol: NESMYZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 03.05.2024
Key Information Document DE 03.05.2024
Key Information Document EN 03.05.2024
Key Information Document FR 03.05.2024
Key Information Document IT 03.05.2024

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 17:20

Life cycle

Fixing19.07.2024
Settlement date13.05.2024
Last trading19.07.2024
Final fixing19.07.2024
Currency redemptionCHF

Performance

Perf. since issue -66.67%
Year to date (YTD) n.a.
1 month -70.59%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue91.95
Premium0.07%
Premium p.a.0.70%
Leverage46.71
Implied volatility0.15

Reference data

ISIN CH1338496321
Symbol NESMYZ
Security 133849632
Exchange SIX Structured Products
Currency CHF
Expiry 26.07.2024
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 100.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 03.05.2024

Key figures

Premium 6.75%
Premium p.a. 70.44%
Leverage 469.30
Implied volatility 15.20%
Moneyness out-of-the-money
Leverage 46.7121
Delta 0.0995
Gamma 0.0039
Theta -0.0011
Rho 0.0009
Vega 0.0050
Fair value 0.02
Intrinsic value n.a.
Break-even 100.20
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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