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ZKB Call Warrant auf
Barrick Gold Corp

ISIN: CH1305127263 Security: 130512726 Symbol: GOLKLZ Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 28.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.12.2023
Key Information Document DE 19.12.2023
Key Information Document EN 19.12.2023
Key Information Document FR 19.12.2023
Key Information Document IT 19.12.2023

Price data

  Bid Ask
Price 0.07 0.08
Volume 775'000.00 400'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.075
Change -6.25% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date28.12.2023
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -58.33%
Year to date (YTD) -50.00%
1 month -11.76%
3 months +25.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue17.69
Premium0.46%
Premium p.a.0.69%
Leverage6.97
Implied volatility0.38

Reference data

ISIN CH1305127263
Symbol GOLKLZ
Security 130512726
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Barrick Gold Rg, CA0679011084
Underlying ISIN CA0679011084
Strike 25.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 19.12.2023

Key figures

Premium 46.26%
Premium p.a. 69.19%
Leverage 42.19
Implied volatility 37.65%
Moneyness out-of-the-money
Leverage 6.9690
Delta 0.1652
Gamma 0.0101
Theta -0.0005
Rho 0.0030
Vega 0.0064
Fair value 0.08
Intrinsic value n.a.
Break-even 25.41
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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