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ZKB Call Warrant auf
Barry Callebaut AG

ISIN: CH1338501823 Security: 133850182 Symbol: BAR3XZ Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.05.2024
Key Information Document DE 15.05.2024
Key Information Document EN 15.05.2024
Key Information Document FR 15.05.2024
Key Information Document IT 15.05.2024

Price data

  Bid Ask
Price 0.19 0.20
Volume 300'000.00 300'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.20
Change -4.76% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date23.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -25.00%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue1'592.50
Premium0.12%
Premium p.a.0.38%
Leverage11.81
Implied volatility0.25

Reference data

ISIN CH1338501823
Symbol BAR3XZ
Security 133850182
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Barry Callebaut N, CH0009002962
Underlying ISIN CH0009002962
Strike 1'720.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 200
Value day 15.05.2024

Key figures

Premium 12.32%
Premium p.a. 37.80%
Leverage 40.15
Implied volatility 25.35%
Moneyness out-of-the-money
Leverage 11.8083
Delta 0.2941
Gamma 0.0000
Theta -0.0017
Rho 0.0069
Vega 0.0154
Fair value 0.20
Intrinsic value n.a.
Break-even 1'759.00
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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