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ZKB Call Warrant auf
Barry Callebaut AG

ISIN: CH1268380214 Security: 126838021 Symbol: BARYPZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 27.07.2023
Key Information Document DE 27.07.2023
Key Information Document EN 27.07.2023
Key Information Document FR 27.07.2023
Key Information Document IT 27.07.2023

Price data

  Bid Ask
Price 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.05
Change -9.09% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date04.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -91.18%
Year to date (YTD) 0.00%
1 month -9.09%
3 months +150.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.51
Underlying price on issue1'626.50
Premium0.08%
Premium p.a.1.02%
Leverage28.66
Implied volatility0.25

Reference data

ISIN CH1268380214
Symbol BARYPZ
Security 126838021
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Barry Callebaut N, CH0009002962
Underlying ISIN CH0009002962
Strike 1'680.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 200
Value day 27.07.2023

Key figures

Premium 7.85%
Premium p.a. 102.39%
Leverage 174.00
Implied volatility 24.66%
Moneyness out-of-the-money
Leverage 28.6587
Delta 0.1647
Gamma 0.0000
Theta -0.0024
Rho 0.0009
Vega 0.0054
Fair value 0.05
Intrinsic value n.a.
Break-even 1'689.00
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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