Inhaltsseite: Home

ZKB Put Warrant auf
Barrick Gold Corp

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

Bid Price 0.34

Ask Price 0.35

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 07.06.2024 04:03:14

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 0.34 0.35
Volume 175'000.00 175'000.00
Date/time 07.06.24 16:03 07.06.24 16:03

Current data

Last price paid 0.30
Change -6.25% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.06.2024 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 -4.55%
Year to date (YTD) n.a.
1 month -14.29%
3 months -33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue18.09
Premium0.09%
Premium p.a.0.14%
Leverage4.22
Implied volatility0.34

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 8.94%
Premium p.a. 13.95%
Leverage 9.53
Implied volatility 33.90%
Moneyness in-the-money
Leverage 4.2194
Delta -0.4428
Gamma 0.0202
Theta -0.0005
Rho -0.0078
Vega 0.0094
Fair value 0.27
Intrinsic value n.a.
Break-even 15.24
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading