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ZKB Call Warrant auf
Nestlé AG

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

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 27.05.2024 05:15:00

Sell Buy 

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 0.17 0.18
Volume 300'000.00 300'000.00
Date/time 27.05.24 17:15 27.05.24 17:15

Current data

Last price paid 0.18
Change -14.29% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 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 -23.91%
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 price0.23
Underlying price on issue92.95
Premium0.02%
Premium p.a.0.17%
Leverage29.43
Implied volatility0.14

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 1.51%
Premium p.a. 17.17%
Leverage 52.78
Implied volatility 13.79%
Moneyness in-the-money
Leverage 29.4331
Delta 0.5577
Gamma 0.0104
Theta -0.0025
Rho 0.0044
Vega 0.0108
Fair value 0.14
Intrinsic value n.a.
Break-even 93.75
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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