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ZKB Put Warrant auf
Nestlé AG

ISIN: CH1305140332 Security: 130514033 Symbol: NESJTZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 24.05.2024 05:15:00

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 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date01.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -76.92%
Year to date (YTD) n.a.
1 month -80.77%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue95.48
Premium0.05%
Premium p.a.0.55%
Leverage41.27
Implied volatility0.15

Reference data

ISIN CH1305140332
Symbol NESJTZ
Security 130514033
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 88.00
C/P type put
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 5.29%
Premium p.a. 55.18%
Leverage 308.67
Implied volatility 15.45%
Moneyness out-of-the-money
Leverage 41.2717
Delta -0.1337
Gamma 0.0048
Theta -0.0013
Rho -0.0012
Vega 0.0061
Fair value 0.03
Intrinsic value n.a.
Break-even 87.70
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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