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ZKB Call Warrant auf
Barry Callebaut AG

ISIN: CH1268392763 Security: 126839276 Symbol: BAR4TZ Life cycle
Secondary market

Bid Price 0.29

Ask Price 0.30

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 13.06.2024 04:30:13

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.09.2023
Key Information Document DE 21.09.2023
Key Information Document EN 21.09.2023
Key Information Document FR 21.09.2023
Key Information Document IT 21.09.2023

Price data

  Bid Ask
Price 0.29 0.30
Volume 175'000.00 175'000.00
Date/time 13.06.24 16:30 13.06.24 16:30

Current data

Last price paid 0.30
Change +20.00% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 12.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -28.05%
Year to date (YTD) +100.00%
1 month +7.14%
3 months +1100.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue1'485.50
Premium0.01%
Premium p.a.0.16%
Leverage20.58
Implied volatility0.22

Reference data

ISIN CH1268392763
Symbol BAR4TZ
Security 126839276
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 21.09.2023

Key figures

Premium 0.64%
Premium p.a. 15.51%
Leverage 26.59
Implied volatility 21.65%
Moneyness in-the-money
Leverage 20.5779
Delta 0.7738
Gamma 0.0000
Theta -0.0037
Rho 0.0024
Vega 0.0048
Fair value 0.05
Intrinsic value n.a.
Break-even 1'579.00
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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