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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1305142494 Security: 130514249 Symbol: NES61Z 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 04.03.2024
Key Information Document DE 04.03.2024
Key Information Document EN 04.03.2024
Key Information Document FR 04.03.2024
Key Information Document IT 04.03.2024

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 +50.00% [ +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 date11.03.2024
Last trading19.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

Perf. since issue -71.43%
Year to date (YTD) n.a.
1 month -88.46%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue91.87
Premium0.00%
Premium p.a.0.10%
Leverage129.19
Implied volatility0.18

Reference data

ISIN CH1305142494
Symbol NES61Z
Security 130514249
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
Underlying Nestlé N, CH0038863350
Underlying ISIN CH0038863350
Strike 94.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 04.03.2024

Key figures

Premium 0.19%
Premium p.a. 9.96%
Leverage 235.55
Implied volatility 18.09%
Moneyness in-the-money
Leverage 129.1868
Delta 0.5484
Gamma 0.0276
Theta -0.0001
Rho 0.0001
Vega 0.0016
Fair value 0.01
Intrinsic value n.a.
Break-even 94.40
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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