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ZKB Call Warrant auf
Barrick Gold Corp

ISIN: CH1250737231 Security: 125073723 Symbol: GOL6NZ Life cycle
Secondary market

Bid Price 0.25

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

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 0.25 0.25
Volume 225'000.00 225'000.00
Date/time 23.05.24 17:15 23.05.24 10:37

Current data

Last price paid 0.36
Change +5.88% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 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 -67.11%
Year to date (YTD) -28.00%
1 month +9.09%
3 months +200.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.76
Underlying price on issue17.53
Premium0.01%
Premium p.a.0.09%
Leverage10.10
Implied volatility0.28

Reference data

ISIN CH1250737231
Symbol GOL6NZ
Security 125073723
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Barrick Gold Rg, CA0679011084
Underlying ISIN CA0679011084
Strike 16.00
C/P type call
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 0.91%
Premium p.a. 9.26%
Leverage 12.59
Implied volatility 28.22%
Moneyness in-the-money
Leverage 10.1049
Delta 0.8027
Gamma 0.0398
Theta -0.0010
Rho 0.0019
Vega 0.0027
Fair value 0.03
Intrinsic value n.a.
Break-even 17.37
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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