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ZKB Put Warrant auf
Barry Callebaut AG

ISIN: CH1305131786 Security: 130513178 Symbol: BARF6Z Life cycle
Secondary market

Bid Price 0.18

Ask Price 0.19

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.01.2024
Key Information Document DE 22.01.2024
Key Information Document EN 22.01.2024
Key Information Document FR 22.01.2024
Key Information Document IT 22.01.2024

Price data

  Bid Ask
Price 0.18 0.19
Volume 275'000.00 275'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.19
Change +11.76% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date29.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -64.42%
Year to date (YTD) n.a.
1 month -45.71%
3 months -67.80%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.52
Underlying price on issue1'271.00
Premium0.20%
Premium p.a.0.33%
Leverage7.02
Implied volatility0.31

Reference data

ISIN CH1305131786
Symbol BARF6Z
Security 130513178
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Barry Callebaut N, CH0009002962
Underlying ISIN CH0009002962
Strike 1'280.00
C/P type put
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 200
Value day 22.01.2024

Key figures

Premium 19.86%
Premium p.a. 32.95%
Leverage 41.92
Implied volatility 30.75%
Moneyness out-of-the-money
Leverage 7.0247
Delta -0.1676
Gamma 0.0000
Theta -0.0010
Rho -0.0089
Vega 0.0151
Fair value 0.19
Intrinsic value n.a.
Break-even 1'243.00
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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