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ZKB Call Warrant auf
Barry Callebaut AG

ISIN: CH1268392763 Security: 126839276 Symbol: BAR4TZ Life cycle
Secondary market

Bid Price 0.42

Ask Price 0.43

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.09.2023
Key Information Document DE 21.09.2023
Key Information Document EN 21.09.2023
Key Information Document FR 21.09.2023
Key Information Document IT 21.09.2023

Price data

  Bid Ask
Price 0.42 0.43
Volume 125'000.00 125'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.43
Change -23.21% [ -0.13 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +3.66%
Year to date (YTD) +186.67%
1 month +681.82%
3 months +1128.57%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue1'485.50
Premium0.02%
Premium p.a.0.16%
Leverage12.74
Implied volatility0.24

Reference data

ISIN CH1268392763
Symbol BAR4TZ
Security 126839276
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Barry Callebaut N, CH0009002962
Underlying ISIN CH0009002962
Strike 1'520.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 200
Value day 21.09.2023

Key figures

Premium 1.90%
Premium p.a. 16.17%
Leverage 18.53
Implied volatility 24.17%
Moneyness in-the-money
Leverage 12.7405
Delta 0.6876
Gamma 0.0000
Theta -0.0029
Rho 0.0059
Vega 0.0096
Fair value 0.15
Intrinsic value n.a.
Break-even 1'605.00
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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