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ZKB Call Warrant auf
Barrick Gold Corp

ISIN: CH1338498376 Security: 133849837 Symbol: GOLCLZ Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 24.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.09 0.10
Volume 500'000.00 500'000.00
Date/time 24.06.24 17:15 24.06.24 17:15

Current data

Last price paid 0.10
Change -16.67% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date14.05.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -32.14%
Year to date (YTD) n.a.
1 month -33.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue16.68
Premium0.36%
Premium p.a.0.60%
Leverage6.90
Implied volatility0.37

Reference data

ISIN CH1338498376
Symbol GOLCLZ
Security 133849837
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Barrick Gold Rg, CA0679011084
Underlying ISIN CA0679011084
Strike 22.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 06.05.2024

Key figures

Premium 35.62%
Premium p.a. 59.92%
Leverage 31.27
Implied volatility 37.25%
Moneyness out-of-the-money
Leverage 6.9014
Delta 0.2207
Gamma 0.0138
Theta -0.0006
Rho 0.0033
Vega 0.0068
Fair value 0.10
Intrinsic value n.a.
Break-even 22.53
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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