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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1305151503 Security: 130515150 Symbol: NESIFZ Life cycle
redeemed

Bid Price 0.22

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.04.2024
Key Information Document DE 11.04.2024
Key Information Document EN 11.04.2024
Key Information Document FR 11.04.2024
Key Information Document IT 11.04.2024

Price data

  Bid Ask
Price 0.22 0.24
Volume 250'000.00 250'000.00
Date/time 17.05.24 12:00 17.05.24 12:00

Current data

Last price paid 0.22
Change +29.41% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 12:05

Life cycle

Fixing17.05.2024
Settlement date18.04.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue +64.29%
Year to date (YTD) n.a.
1 month +175.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue93.98
Premium0.00%
Premium p.a.0.11%
Leverage33.71
Implied volatility0.15

Reference data

ISIN CH1305151503
Symbol NESIFZ
Security 130515150
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 94.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 11.04.2024

Key figures

Premium 0.29%
Premium p.a. 10.64%
Leverage 41.75
Implied volatility 14.85%
Moneyness in-the-money
Leverage 33.7096
Delta 0.8075
Gamma 0.0113
Theta -0.0035
Rho 0.0021
Vega 0.0042
Fair value 0.03
Intrinsic value n.a.
Break-even 96.30
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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