Call-Warrant

Symbol: NESWUZ
Underlyings: Nestlé S.A.
ISIN: CH1235752438
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
16.07.24
13:18:00
0.001
0.010
CHF
Volume
1.00 m.
250,000

Performance

Closing prev. day 0.015
Diff. absolute / % -0.01 -73.33%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1235752438
Valor 123575243
Symbol NESWUZ
Strike 120.00 CHF
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 09/01/2023
Date of maturity 06/01/2025
Last trading day 20/12/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name Nestlé S.A.
ISIN CH0038863350
Price 92.6600 CHF
Date 16/07/24 13:22
Ratio 20.00

Key data

Implied volatility 0.24%
Leverage 0.54
Delta 0.00
Gamma 0.00
Vega 0.00
Distance to Strike 27.36
Distance to Strike in % 29.53%

market maker quality Date: 15/07/2024

Average Spread 102.68%
Last Best Bid Price 0.00 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 1,000,000
Last Best Ask Volume 250,000
Average Buy Volume 1,000,000
Average Sell Volume 250,000
Average Buy Value 4,830 CHF
Average Sell Value 3,750 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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