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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1507474448 Security: 150747444 Symbol: NESCWZ Life cycle
Secondary market

Bid Price 0.39

Ask Price 0.40

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 02.04.2026 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 07.01.2026
Key Information Document DE 07.01.2026
Key Information Document EN 07.01.2026

Price data

  Bid Ask
Price 0.39 0.40
Volume 225'000.00 225'000.00
Date/time 02.04.26 17:15 02.04.26 17:15

Current data

Last price paid 0.40
Change +2.56% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume 50'000.00 Unit
Date/time 02.04.2026 17:15

Life cycle

Initial fixing date07.01.2026
Settlement date14.01.2026
Last trading17.12.2027
Final fixing17.12.2027
Currency redemptionCHF

Performance

Perf. since issue +23.44%
Year to date (YTD) n.a.
1 month -25.93%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue76.01
Premium0.07%
Premium p.a.0.04%
Leverage5.24
Implied volatility0.22

Reference data

ISIN CH1507474448
Symbol NESCWZ
Security 150747444
Exchange SIX Structured Products
Currency CHF
Expiry 27.12.2027
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 76.00
C/P type call
Subscription ratio 20.00
Issuer Zuercher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 07.01.2026

Key figures

Premium 6.66%
Premium p.a. 3.78%
Leverage 9.96
Implied volatility 22.32%
Moneyness in-the-money
Leverage 5.2446
Delta 0.5524
Gamma 0.0010
Theta -0.0002
Rho 0.0180
Vega 0.0188
Fair value 0.26
Intrinsic value n.a.
Break-even 83.90
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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