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ZKB Call Warrant auf
Barry Callebaut AG

ISIN: CH1281034996 Security: 128103499 Symbol: BARITZ Life cycle
Secondary market

Bid Price 0.32

Ask Price 0.33

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 30.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 0.32 0.33
Volume 175'000.00 175'000.00
Date/time 30.07.24 17:15 30.07.24 17:15

Current data

Last price paid 0.33
Change +10.00% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.07.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -36.27%
Year to date (YTD) -34.00%
1 month -55.41%
3 months -25.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.51
Underlying price on issue1'371.00
Premium0.04%
Premium p.a.0.24%
Leverage12.11
Implied volatility0.26

Reference data

ISIN CH1281034996
Symbol BARITZ
Security 128103499
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Barry Callebaut N, CH0009002962
Underlying ISIN CH0009002962
Strike 1'400.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 200
Value day 19.10.2023

Key figures

Premium 3.83%
Premium p.a. 23.68%
Leverage 21.71
Implied volatility 25.71%
Moneyness in-the-money
Leverage 12.1122
Delta 0.5580
Gamma 0.0000
Theta -0.0026
Rho 0.0058
Vega 0.0112
Fair value 0.27
Intrinsic value n.a.
Break-even 1'465.00
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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