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ZKB Put Warrant auf
Barrick Gold Corp

ISIN: CH1305128972 Security: 130512897 Symbol: GOLLTZ Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

Date/time (delayed) 27.09.2024 03:30:33

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.12.2023
Key Information Document DE 29.12.2023
Key Information Document EN 29.12.2023
Key Information Document FR 29.12.2023
Key Information Document IT 29.12.2023

Price data

  Bid Ask
Price 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 27.09.24 15:30 27.09.24 15:30

Current data

Last price paid 0.065
Change -13.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.09.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date09.01.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -80.30%
Year to date (YTD) n.a.
1 month -31.58%
3 months -79.03%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue18.09
Premium0.21%
Premium p.a.0.63%
Leverage7.64
Implied volatility0.40

Reference data

ISIN CH1305128972
Symbol GOLLTZ
Security 130512897
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Barrick Gold Rg, CA0679011084
Underlying ISIN CA0679011084
Strike 17.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 29.12.2023

Key figures

Premium 20.93%
Premium p.a. 62.60%
Leverage 54.38
Implied volatility 39.92%
Moneyness out-of-the-money
Leverage 7.6361
Delta -0.1404
Gamma 0.0109
Theta -0.0007
Rho -0.0016
Vega 0.0045
Fair value 0.07
Intrinsic value n.a.
Break-even 16.61
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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