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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1305139078 Security: 130513907 Symbol: NESVWZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 12:00 17.05.24 12:00

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.04.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date28.02.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -85.00%
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 price0.07
Underlying price on issue99.65
Premium0.09%
Premium p.a.3.15%
Leverage39.38
Implied volatility0.35

Reference data

ISIN CH1305139078
Symbol NESVWZ
Security 130513907
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
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 21.02.2024

Key figures

Premium 8.62%
Premium p.a. 314.63%
Leverage 456.86
Implied volatility 34.64%
Moneyness out-of-the-money
Leverage 39.3787
Delta 0.0862
Gamma 0.0014
Theta -0.0021
Rho 0.0001
Vega 0.0012
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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