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ZKB Call Warrant auf
Nestlé AG

ISIN: CH1305152196 Security: 130515219 Symbol: NESL1Z Life cycle
Secondary market

Bid Price 0.78

Ask Price 0.79

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 17.04.2024
Key Information Document DE 17.04.2024
Key Information Document EN 17.04.2024
Key Information Document FR 17.04.2024
Key Information Document IT 17.04.2024

Price data

  Bid Ask
Price 0.78 0.79
Volume 75'000.00 75'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.78
Change +8.33% [ +0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date24.04.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +67.02%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.47
Underlying price on issue92.51
Premium0.04%
Premium p.a.0.06%
Leverage8.55
Implied volatility0.16

Reference data

ISIN CH1305152196
Symbol NESL1Z
Security 130515219
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 17.04.2024

Key figures

Premium 3.60%
Premium p.a. 5.62%
Leverage 12.28
Implied volatility 15.77%
Moneyness in-the-money
Leverage 8.5453
Delta 0.6960
Gamma 0.0029
Theta -0.0012
Rho 0.0380
Vega 0.0270
Fair value 0.35
Intrinsic value n.a.
Break-even 99.85
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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