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ZKB Call Warrant auf
Barrick Gold Corp

ISIN: CH1305130879 Security: 130513087 Symbol: GOLV2Z Life cycle
Secondary market

Bid Price 0.39

Ask Price 0.40

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 15.05.2024 03:42:25

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 0.39 0.40
Volume 150'000.00 150'000.00
Date/time 15.05.24 15:42 15.05.24 15:42

Current data

Last price paid 0.41
Change +7.89% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume 4'000.00 Unit
Date/time 15.05.2024 17:15

Life cycle

Fixing17.01.2025
Settlement date29.01.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue +1.28%
Year to date (YTD) n.a.
1 month -12.77%
3 months +95.24%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue15.57
Premium0.10%
Premium p.a.0.14%
Leverage4.93
Implied volatility0.31

Reference data

ISIN CH1305130879
Symbol GOLV2Z
Security 130513087
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Barrick Gold Rg, CA0679011084
Underlying ISIN CA0679011084
Strike 17.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 22.01.2024

Key figures

Premium 9.75%
Premium p.a. 13.85%
Leverage 8.00
Implied volatility 30.97%
Moneyness in-the-money
Leverage 4.9279
Delta 0.6160
Gamma 0.0181
Theta -0.0007
Rho 0.0109
Vega 0.0099
Fair value 0.31
Intrinsic value n.a.
Break-even 19.18
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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