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ZKB Call Warrant auf
Barrick Gold Corp

ISIN: CH1338498368 Security: 133849836 Symbol: GOLJZZ Life cycle
redeemed

Bid Price 0.01

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

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 0.01 0.03
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 12:05

Life cycle

Fixing21.06.2024
Settlement date14.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -84.62%
Year to date (YTD) n.a.
1 month -85.71%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue16.68
Premium0.01%
Premium p.a.0.47%
Leverage72.06
Implied volatility0.13

Reference data

ISIN CH1338498368
Symbol GOLJZZ
Security 133849836
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Barrick Gold Rg, CA0679011084
Underlying ISIN CA0679011084
Strike 17.00
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 0.90%
Premium p.a. 46.75%
Leverage 151.36
Implied volatility 13.09%
Moneyness out-of-the-money
Leverage 72.0559
Delta 0.4761
Gamma 0.2832
Theta -0.0018
Rho 0.0003
Vega 0.0017
Fair value 0.02
Intrinsic value n.a.
Break-even 17.11
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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