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ZKB Call Warrant auf
Barrick Gold Corp

ISIN: CH1268393035 Security: 126839303 Symbol: GOLMHZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

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 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 0.02 0.03
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 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 03.05.2024 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 -86.11%
Year to date (YTD) -84.21%
1 month -53.85%
3 months -45.45%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue16.29
Premium0.18%
Premium p.a.1.47%
Leverage15.92
Implied volatility0.38

Reference data

ISIN CH1268393035
Symbol GOLMHZ
Security 126839303
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Barrick Gold Rg, CA0679011084
Underlying ISIN CA0679011084
Strike 20.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 21.09.2023

Key figures

Premium 18.15%
Premium p.a. 147.18%
Leverage 123.60
Implied volatility 37.90%
Moneyness out-of-the-money
Leverage 15.9161
Delta 0.1288
Gamma 0.0204
Theta -0.0010
Rho 0.0004
Vega 0.0023
Fair value 0.03
Intrinsic value n.a.
Break-even 20.14
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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