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ZKB Put Warrant auf
Barrick Gold Corp

ISIN: CH1305139409 Security: 130513940 Symbol: GOLBPZ Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.02.2024
Key Information Document DE 22.02.2024
Key Information Document EN 22.02.2024
Key Information Document FR 22.02.2024
Key Information Document IT 22.02.2024

Price data

  Bid Ask
Price 0.13 0.14
Volume 375'000.00 375'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.14
Change -12.50% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date29.02.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -64.47%
Year to date (YTD) n.a.
1 month +6.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue14.77
Premium0.19%
Premium p.a.0.27%
Leverage5.24
Implied volatility0.34

Reference data

ISIN CH1305139409
Symbol GOLBPZ
Security 130513940
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Barrick Gold Rg, CA0679011084
Underlying ISIN CA0679011084
Strike 15.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 22.02.2024

Key figures

Premium 18.69%
Premium p.a. 26.55%
Leverage 23.47
Implied volatility 34.08%
Moneyness out-of-the-money
Leverage 5.2394
Delta -0.2232
Gamma 0.0133
Theta -0.0005
Rho -0.0048
Vega 0.0079
Fair value 0.14
Intrinsic value n.a.
Break-even 14.25
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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