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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1338501278 Security: 133850127 Symbol: NESUSZ Life cycle
Secondary market

Bid Price 0.14

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 31.05.2024 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 0.14 0.15
Volume 425'000.00 425'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.14
Change +86.67% [ +0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date21.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -9.37%
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 price0.16
Underlying price on issue95.01
Premium0.02%
Premium p.a.0.26%
Leverage31.34
Implied volatility0.15

Reference data

ISIN CH1338501278
Symbol NESUSZ
Security 133850127
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 1.98%
Premium p.a. 25.78%
Leverage 65.90
Implied volatility 15.24%
Moneyness out-of-the-money
Leverage 31.3389
Delta 0.4755
Gamma 0.0098
Theta -0.0031
Rho 0.0034
Vega 0.0105
Fair value 0.15
Intrinsic value n.a.
Break-even 97.45
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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