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ZKB Put Warrant auf
Barrick Gold Corp

ISIN: CH1250737264 Security: 125073726 Symbol: GOLDBZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 23.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.05.2023
Key Information Document DE 25.05.2023
Key Information Document EN 25.05.2023
Key Information Document FR 25.05.2023
Key Information Document IT 25.05.2023

Price data

  Bid Ask
Price 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.035
Change +16.67% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -88.57%
Year to date (YTD) -70.83%
1 month -70.83%
3 months -90.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.35
Underlying price on issue17.53
Premium0.08%
Premium p.a.0.82%
Leverage17.22
Implied volatility0.31

Reference data

ISIN CH1250737264
Symbol GOLDBZ
Security 125073726
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Barrick Gold Rg, CA0679011084
Underlying ISIN CA0679011084
Strike 16.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 25.05.2023

Key figures

Premium 8.09%
Premium p.a. 82.01%
Leverage 78.49
Implied volatility 30.79%
Moneyness out-of-the-money
Leverage 17.2158
Delta -0.2193
Gamma 0.0388
Theta -0.0013
Rho -0.0007
Vega 0.0029
Fair value 0.04
Intrinsic value n.a.
Break-even 15.78
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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