| 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 | |
| Initial fixing date | 07.01.2026 |
| Settlement date | 14.01.2026 |
| Last trading | 17.12.2027 |
| Final fixing | 17.12.2027 |
| Currency redemption | CHF |
| 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. |
| Issue price | 0.32 |
| Underlying price on issue | 76.01 |
| Premium | 0.07% |
| Premium p.a. | 0.04% |
| Leverage | 5.24 |
| Implied volatility | 0.22 |
| 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 |
| 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. |
| SSPA derivative category | Leverage |
| SSPA code | Warrant (2100) |
| Name | Price |
|---|---|
| KUEHNE & NAGEL | 187.25 |
| SWISSCOM N | 671.50 |
| ZURICH INSURANCE | 570.80 |
| Alcon AG | 60.32 |
| Swiss Re | 132.30 |