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ZKB Call Warrant auf
Barry Callebaut AG

ISIN: CH1305131612 Security: 130513161 Symbol: BARJNZ Life cycle
Secondary market

Bid Price 1.30

Ask Price 1.31

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

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 1.30 1.31
Volume 50'000.00 50'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 1.31
Change -4.38% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date29.01.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +252.70%
Year to date (YTD) n.a.
1 month +24.76%
3 months +367.86%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue1'271.00
Premium0.01%
Premium p.a.0.03%
Leverage5.49
Implied volatility0.23

Reference data

ISIN CH1305131612
Symbol BARJNZ
Security 130513161
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Barry Callebaut N, CH0009002962
Underlying ISIN CH0009002962
Strike 1'320.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 200
Value day 22.01.2024

Key figures

Premium 0.96%
Premium p.a. 2.94%
Leverage 6.00
Implied volatility 23.49%
Moneyness in-the-money
Leverage 5.4937
Delta 0.9156
Gamma 0.0000
Theta -0.0009
Rho 0.0191
Vega 0.0069
Fair value 0.08
Intrinsic value n.a.
Break-even 1'581.00
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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