Inhaltsseite: Home

ZKB Call Warrant auf
Nestlé AG

ISIN: CH1305140316 Security: 130514031 Symbol: NESN2Z 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 23.02.2024
Key Information Document DE 23.02.2024
Key Information Document EN 23.02.2024
Key Information Document FR 23.02.2024
Key Information Document IT 23.02.2024

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 date01.03.2024
Last trading19.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

Perf. since issue -95.23%
Year to date (YTD) n.a.
1 month -92.86%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue95.48
Premium0.02%
Premium p.a.1.04%
Leverage90.71
Implied volatility0.22

Reference data

ISIN CH1305140316
Symbol NESN2Z
Security 130514031
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 96.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 23.02.2024

Key figures

Premium 2.00%
Premium p.a. 104.32%
Leverage 897.33
Implied volatility 22.39%
Moneyness out-of-the-money
Leverage 90.7071
Delta 0.1011
Gamma 0.0078
Theta -0.0007
Rho 0.0001
Vega 0.0020
Fair value 0.01
Intrinsic value n.a.
Break-even 96.11
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading