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ZKB Call Warrant auf
Barry Callebaut AG

ISIN: CH1268389611 Security: 126838961 Symbol: BAR85Z Life cycle
Secondary market

Bid Price 0.59

Ask Price 0.60

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 07.06.2024 04:13:37

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 0.59 0.60
Volume 100'000.00 100'000.00
Date/time 07.06.24 16:13 07.06.24 16:13

Current data

Last price paid 0.56
Change -1.75% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 05.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +37.50%
Year to date (YTD) +115.38%
1 month +5.66%
3 months +409.09%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.44
Underlying price on issue1'472.00
Premium0.05%
Premium p.a.0.16%
Leverage8.02
Implied volatility0.27

Reference data

ISIN CH1268389611
Symbol BAR85Z
Security 126838961
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Barry Callebaut N, CH0009002962
Underlying ISIN CH0009002962
Strike 1'520.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 200
Value day 19.09.2023

Key figures

Premium 4.79%
Premium p.a. 15.61%
Leverage 12.94
Implied volatility 27.11%
Moneyness in-the-money
Leverage 8.0151
Delta 0.6193
Gamma 0.0000
Theta -0.0022
Rho 0.0130
Vega 0.0165
Fair value 0.38
Intrinsic value n.a.
Break-even 1'641.00
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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