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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1305132321 Security: 130513232 Symbol: NES7OZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.01.2024
Key Information Document DE 23.01.2024
Key Information Document EN 23.01.2024
Key Information Document FR 23.01.2024
Key Information Document IT 23.01.2024

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing19.04.2024
Settlement date30.01.2024
Last trading19.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

Perf. since issue -79.00%
Year to date (YTD) n.a.
1 month -33.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue97.17
Premium0.11%
Premium p.a.5.58%
Leverage28.85
Implied volatility0.59

Reference data

ISIN CH1305132321
Symbol NES7OZ
Security 130513232
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 104.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 23.01.2024

Key figures

Premium 10.70%
Premium p.a. 557.76%
Leverage 448.29
Implied volatility 58.88%
Moneyness out-of-the-money
Leverage 28.8483
Delta 0.0644
Gamma 0.0008
Theta -0.0023
Rho 0.0000
Vega 0.0008
Fair value 0.01
Intrinsic value n.a.
Break-even 104.21
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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