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ZKB Call Warrant auf
Georg Fischer AG

ISIN: CH1268375115 Security: 126837511 Symbol: GF0MDZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.06.2023
Key Information Document DE 21.06.2023
Key Information Document EN 21.06.2023
Key Information Document FR 21.06.2023
Key Information Document IT 21.06.2023

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 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 16.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -88.00%
Year to date (YTD) -33.33%
1 month -45.45%
3 months -14.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue65.33
Premium0.16%
Premium p.a.1.40%
Leverage21.44
Implied volatility0.31

Reference data

ISIN CH1268375115
Symbol GF0MDZ
Security 126837511
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Georg Fischer N, CH1169151003
Underlying ISIN CH1169151003
Strike 80.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 21.06.2023

Key figures

Premium 16.12%
Premium p.a. 140.13%
Leverage 230.50
Implied volatility 30.86%
Moneyness out-of-the-money
Leverage 21.4411
Delta 0.0930
Gamma 0.0023
Theta -0.0014
Rho 0.0007
Vega 0.0039
Fair value 0.03
Intrinsic value n.a.
Break-even 80.30
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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