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ZKB Put Warrant auf
Nestlé AG

ISIN: CH1338504470 Security: 133850447 Symbol: NESYUZ Life cycle
Secondary market

Bid Price 0.61

Ask Price 0.62

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 17.07.2024 03:07:03

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 0.61 0.62
Volume 100'000.00 100'000.00
Date/time 17.07.24 15:07 17.07.24 15:07

Current data

Last price paid 0.59
Change +3.51% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.07.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date29.05.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +11.82%
Year to date (YTD) n.a.
1 month +7.27%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.55
Underlying price on issue95.14
Premium0.07%
Premium p.a.0.07%
Leverage7.37
Implied volatility0.16

Reference data

ISIN CH1338504470
Symbol NESYUZ
Security 133850447
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 92.00
C/P type put
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 7.07%
Premium p.a. 7.48%
Leverage 15.02
Implied volatility 15.71%
Moneyness out-of-the-money
Leverage 7.3714
Delta -0.4907
Gamma 0.0027
Theta -0.0010
Rho -0.0486
Vega 0.0347
Fair value 0.62
Intrinsic value n.a.
Break-even 85.85
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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