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ZKB Put Warrant auf 2024-16.08.2024 Nestlé AG
Nestlé AG

ISIN: CH1338508422 Security: 133850842 Symbol: NES2BZ Life cycle
Secondary market

Bid Price 0.70

Ask Price 0.71

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.06.2024
Key Information Document DE 04.06.2024
Key Information Document EN 04.06.2024
Key Information Document FR 04.06.2024
Key Information Document IT 04.06.2024

Price data

  Bid Ask
Price 0.70 0.71
Volume 75'000.00 75'000.00
Date/time 08.08.24 17:15 08.08.24 17:15

Current data

Last price paid 0.71
Change -17.44% [ -0.15 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.08.2024 17:20

Life cycle

Fixing16.08.2024
Settlement date11.06.2024
Last trading16.08.2024
Final fixing16.08.2024
Currency redemptionCHF

Performance

Perf. since issue +265.79%
Year to date (YTD) n.a.
1 month +73.17%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue98.09
Premium0.00%
Premium p.a.0.06%
Leverage11.92
Implied volatility0.33

Reference data

ISIN CH1338508422
Symbol NES2BZ
Security 133850842
Exchange SIX Structured Products
Currency CHF
Expiry 23.08.2024
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 96.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 04.06.2024

Key figures

Premium 0.12%
Premium p.a. 5.63%
Leverage 12.83
Implied volatility 33.29%
Moneyness in-the-money
Leverage 11.9204
Delta -0.9292
Gamma 0.0016
Theta -0.0034
Rho -0.0018
Vega 0.0018
Fair value 0.01
Intrinsic value n.a.
Break-even 89.05
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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