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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1338504405 Security: 133850440 Symbol: NESQ0Z Life cycle
Secondary market

Bid Price 0.004

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 08.08.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.05.2024
Key Information Document DE 22.05.2024
Key Information Document EN 22.05.2024
Key Information Document FR 22.05.2024
Key Information Document IT 22.05.2024

Price data

  Bid Ask
Price 0.004 0.015
Volume 1'000'000.00 250'000.00
Date/time 08.08.24 17:15 08.08.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.08.2024 17:20

Life cycle

Fixing16.08.2024
Settlement date29.05.2024
Last trading16.08.2024
Final fixing16.08.2024
Currency redemptionCHF

Performance

Perf. since issue -96.43%
Year to date (YTD) n.a.
1 month -82.35%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue95.14
Premium0.08%
Premium p.a.1.90%
Leverage52.78
Implied volatility0.23

Reference data

ISIN CH1338504405
Symbol NESQ0Z
Security 133850440
Exchange SIX Structured Products
Currency CHF
Expiry 23.08.2024
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 22.05.2024

Key figures

Premium 7.81%
Premium p.a. 189.99%
Leverage 891.40
Implied volatility 22.76%
Moneyness out-of-the-money
Leverage 52.7773
Delta 0.0592
Gamma 0.0028
Theta -0.0016
Rho 0.0002
Vega 0.0021
Fair value 0.01
Intrinsic value n.a.
Break-even 96.10
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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