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ZKB Call Warrant auf
Barry Callebaut AG

ISIN: CH1281034970 Security: 128103497 Symbol: BARNPZ Life cycle
Secondary market

Bid Price 0.76

Ask Price 0.77

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 18.06.2024 01:01:48

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 0.76 0.77
Volume 75'000.00 75'000.00
Date/time 18.06.24 13:01 18.06.24 13:01

Current data

Last price paid 0.81
Change -6.90% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +84.15%
Year to date (YTD) +102.50%
1 month -18.18%
3 months +326.32%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue1'371.00
Premium0.01%
Premium p.a.0.28%
Leverage8.70
Implied volatility0.57

Reference data

ISIN CH1281034970
Symbol BARNPZ
Security 128103497
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 0.78%
Premium p.a. 28.46%
Leverage 10.19
Implied volatility 57.14%
Moneyness in-the-money
Leverage 8.6957
Delta 0.8532
Gamma 0.0000
Theta -0.0086
Rho 0.0016
Vega 0.0029
Fair value 0.06
Intrinsic value n.a.
Break-even 1'551.00
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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