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ZKB Call Warrant auf
Barrick Gold Corp

ISIN: CH1250737330 Security: 125073733 Symbol: GOL0WZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.05.2023
Key Information Document DE 25.05.2023
Key Information Document EN 25.05.2023
Key Information Document FR 25.05.2023
Key Information Document IT 25.05.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 14.05.24 17:15 14.05.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.16%
Year to date (YTD) -81.82%
1 month -69.23%
3 months -33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue17.53
Premium0.30%
Premium p.a.2.40%
Leverage14.60
Implied volatility0.47

Reference data

ISIN CH1250737330
Symbol GOL0WZ
Security 125073733
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 25.05.2023

Key figures

Premium 29.63%
Premium p.a. 240.35%
Leverage 205.86
Implied volatility 46.89%
Moneyness out-of-the-money
Leverage 14.5980
Delta 0.0709
Gamma 0.0106
Theta -0.0008
Rho 0.0002
Vega 0.0015
Fair value 0.02
Intrinsic value n.a.
Break-even 22.08
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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