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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1338501302 Security: 133850130 Symbol: NESDHZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 19.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.05.2024
Key Information Document DE 13.05.2024
Key Information Document EN 13.05.2024
Key Information Document FR 13.05.2024
Key Information Document IT 13.05.2024

Price data

  Bid Ask
Price 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 19.06.24 17:15 19.06.24 17:15

Current data

Last price paid 0.12
Change -14.29% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.06.2024 17:20

Life cycle

Fixing19.07.2024
Settlement date21.05.2024
Last trading19.07.2024
Final fixing19.07.2024
Currency redemptionCHF

Performance

Perf. since issue -47.73%
Year to date (YTD) n.a.
1 month -53.85%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue95.01
Premium0.03%
Premium p.a.0.26%
Leverage32.81
Implied volatility0.14

Reference data

ISIN CH1338501302
Symbol NESDHZ
Security 133850130
Exchange SIX Structured Products
Currency CHF
Expiry 26.07.2024
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 96.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 13.05.2024

Key figures

Premium 2.61%
Premium p.a. 25.74%
Leverage 82.33
Implied volatility 13.84%
Moneyness out-of-the-money
Leverage 32.8094
Delta 0.3985
Gamma 0.0092
Theta -0.0023
Rho 0.0037
Vega 0.0116
Fair value 0.12
Intrinsic value n.a.
Break-even 97.15
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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