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ZKB Put Warrant auf
Barry Callebaut AG

ISIN: CH1281035142 Security: 128103514 Symbol: BARLQZ Life cycle
Secondary market

Bid Price 0.14

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 0.14 0.15
Volume 375'000.00 375'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.14
Change +7.69% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -67.78%
Year to date (YTD) -51.72%
1 month -60.00%
3 months -68.18%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.45
Underlying price on issue1'371.00
Premium0.18%
Premium p.a.0.50%
Leverage8.49
Implied volatility0.34

Reference data

ISIN CH1281035142
Symbol BARLQZ
Security 128103514
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Barry Callebaut N, CH0009002962
Underlying ISIN CH0009002962
Strike 1'320.00
C/P type put
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 200
Value day 19.10.2023

Key figures

Premium 18.39%
Premium p.a. 50.48%
Leverage 54.55
Implied volatility 33.96%
Moneyness out-of-the-money
Leverage 8.4895
Delta -0.1556
Gamma 0.0000
Theta -0.0014
Rho -0.0050
Vega 0.0114
Fair value 0.15
Intrinsic value n.a.
Break-even 1'291.00
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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