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ZKB Call Warrant auf
Barry Callebaut AG

ISIN: CH1268384927 Security: 126838492 Symbol: BARSRZ Life cycle
Secondary market

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

Date/time (delayed) 07.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.08.2023
Key Information Document DE 23.08.2023
Key Information Document EN 23.08.2023
Key Information Document FR 23.08.2023
Key Information Document IT 23.08.2023

Price data

  Bid Ask
Price 0.085 0.095
Volume 575'000.00 300'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.095
Change -13.64% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 05.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date30.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -80.00%
Year to date (YTD) +5.56%
1 month -26.92%
3 months +280.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.45
Underlying price on issue1'547.00
Premium0.04%
Premium p.a.0.73%
Leverage27.54
Implied volatility0.24

Reference data

ISIN CH1268384927
Symbol BARSRZ
Security 126838492
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Barry Callebaut N, CH0009002962
Underlying ISIN CH0009002962
Strike 1'600.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 200
Value day 23.08.2023

Key figures

Premium 4.19%
Premium p.a. 72.75%
Leverage 86.28
Implied volatility 24.12%
Moneyness out-of-the-money
Leverage 27.5376
Delta 0.3192
Gamma 0.0000
Theta -0.0039
Rho 0.0014
Vega 0.0066
Fair value 0.09
Intrinsic value n.a.
Break-even 1'618.00
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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