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ZKB Call Warrant auf
Barry Callebaut AG

ISIN: CH1305131596 Security: 130513159 Symbol: BARA1Z Life cycle
Secondary market

Bid Price 1.33

Ask Price 1.34

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.01.2024
Key Information Document DE 22.01.2024
Key Information Document EN 22.01.2024
Key Information Document FR 22.01.2024
Key Information Document IT 22.01.2024

Price data

  Bid Ask
Price 1.33 1.34
Volume 50'000.00 50'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 1.33
Change +0.76% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date29.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +394.44%
Year to date (YTD) n.a.
1 month +259.46%
3 months +358.62%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue1'271.00
Premium0.00%
Premium p.a.0.03%
Leverage5.69
Implied volatility0.32

Reference data

ISIN CH1305131596
Symbol BARA1Z
Security 130513159
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Barry Callebaut N, CH0009002962
Underlying ISIN CH0009002962
Strike 1'320.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 200
Value day 22.01.2024

Key figures

Premium 0.32%
Premium p.a. 2.75%
Leverage 5.93
Implied volatility 31.65%
Moneyness in-the-money
Leverage 5.6890
Delta 0.9602
Gamma 0.0000
Theta -0.0011
Rho 0.0072
Vega 0.0023
Fair value 0.02
Intrinsic value n.a.
Break-even 1'587.00
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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