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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1305151719 Security: 130515171 Symbol: NESFCZ Life cycle
Secondary market

Bid Price 0.49

Ask Price 0.50

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 17.05.2024 05:15:00

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Product Download

Security PDF for download Publication date
Termsheet 15.04.2024
Key Information Document DE 15.04.2024
Key Information Document EN 15.04.2024
Key Information Document FR 15.04.2024
Key Information Document IT 15.04.2024

Price data

  Bid Ask
Price 0.49 0.50
Volume 125'000.00 125'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.49
Change +16.67% [ +0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date22.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +115.22%
Year to date (YTD) n.a.
1 month +113.04%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue92.95
Premium0.00%
Premium p.a.0.03%
Leverage17.57
Implied volatility0.12

Reference data

ISIN CH1305151719
Symbol NESFCZ
Security 130515171
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 92.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 15.04.2024

Key figures

Premium 0.34%
Premium p.a. 2.97%
Leverage 19.52
Implied volatility 11.69%
Moneyness in-the-money
Leverage 17.5743
Delta 0.9004
Gamma 0.0045
Theta -0.0011
Rho 0.0095
Vega 0.0056
Fair value 0.03
Intrinsic value n.a.
Break-even 96.95
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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