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ZKB Call Warrant auf
Barrick Gold Corp

ISIN: CH1305127206 Security: 130512720 Symbol: GOLHDZ Life cycle
Secondary market

Bid Price 0.20

Ask Price 0.21

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 10:17:48

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.12.2023
Key Information Document DE 19.12.2023
Key Information Document EN 19.12.2023
Key Information Document FR 19.12.2023
Key Information Document IT 19.12.2023

Price data

  Bid Ask
Price 0.20 0.21
Volume 250'000.00 250'000.00
Date/time 15.05.24 10:17 15.05.24 10:17

Current data

Last price paid 0.19
Change +5.56% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date28.12.2023
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -48.75%
Year to date (YTD) -42.42%
1 month -48.65%
3 months +72.73%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.40
Underlying price on issue17.69
Premium0.23%
Premium p.a.0.33%
Leverage5.69
Implied volatility0.35

Reference data

ISIN CH1305127206
Symbol GOLHDZ
Security 130512720
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
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 19.12.2023

Key figures

Premium 23.22%
Premium p.a. 32.98%
Leverage 15.14
Implied volatility 35.13%
Moneyness out-of-the-money
Leverage 5.6872
Delta 0.3756
Gamma 0.0164
Theta -0.0007
Rho 0.0067
Vega 0.0098
Fair value 0.21
Intrinsic value n.a.
Break-even 21.13
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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