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ZKB Put Warrant auf 2024-20.09.2024 Nestlé AG
Nestlé AG

ISIN: CH1338518959 Security: 133851895 Symbol: NESK1Z Life cycle
gray-market

Bid Price 0.64

Ask Price 0.65

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 26.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.07.2024
Key Information Document DE 22.07.2024
Key Information Document EN 22.07.2024

Price data

  Bid Ask
Price 0.64 0.65
Volume 100'000.00 100'000.00
Date/time 26.07.24 17:15 26.07.24 17:15

Current data

Last price paid 0.64
Change +4.92% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.07.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date29.07.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +193.18%
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 price0.22
Underlying price on issue94.66
Premium0.00%
Premium p.a.0.02%
Leverage11.17
Implied volatility0.16

Reference data

ISIN CH1338518959
Symbol NESK1Z
Security 133851895
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 94.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 22.07.2024

Key figures

Premium 0.42%
Premium p.a. 2.44%
Leverage 13.63
Implied volatility 16.40%
Moneyness in-the-money
Leverage 11.1729
Delta -0.8197
Gamma 0.0044
Theta -0.0010
Rho -0.0136
Vega 0.0096
Fair value 0.04
Intrinsic value n.a.
Break-even 87.55
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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