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ZKB Call Warrant auf
Barry Callebaut AG

ISIN: CH1305146511 Security: 130514651 Symbol: BAR3BZ Life cycle
Secondary market

Bid Price 0.38

Ask Price 0.39

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 24.07.2024 09:20:26

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.03.2024
Key Information Document DE 19.03.2024
Key Information Document EN 19.03.2024
Key Information Document FR 19.03.2024
Key Information Document IT 19.03.2024

Price data

  Bid Ask
Price 0.38 0.39
Volume 150'000.00 150'000.00
Date/time 24.07.24 09:20 24.07.24 09:20

Current data

Last price paid 0.40
Change -11.11% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.07.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +60.42%
Year to date (YTD) n.a.
1 month -51.22%
3 months +8.11%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue1'303.00
Premium0.14%
Premium p.a.0.21%
Leverage7.01
Implied volatility0.28

Reference data

ISIN CH1305146511
Symbol BAR3BZ
Security 130514651
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Barry Callebaut N, CH0009002962
Underlying ISIN CH0009002962
Strike 1'520.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 200
Value day 19.03.2024

Key figures

Premium 13.91%
Premium p.a. 20.55%
Leverage 18.21
Implied volatility 27.95%
Moneyness out-of-the-money
Leverage 7.0067
Delta 0.3848
Gamma 0.0000
Theta -0.0011
Rho 0.0137
Vega 0.0218
Fair value 0.39
Intrinsic value n.a.
Break-even 1'597.00
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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