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ZKB Put Warrant auf
Georg Fischer AG

ISIN: CH1281035167 Security: 128103516 Symbol: GF0CWZ 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) 28.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 28.05.24 17:15 28.05.24 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 22.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date26.10.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -89.58%
Year to date (YTD) -53.85%
1 month n.a.
3 months -50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue48.06
Premium0.44%
Premium p.a.0.72%
Leverage7.25
Implied volatility0.41

Reference data

ISIN CH1281035167
Symbol GF0CWZ
Security 128103516
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Georg Fischer N, CH1169151003
Underlying ISIN CH1169151003
Strike 40.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.10.2023

Key figures

Premium 43.78%
Premium p.a. 71.65%
Leverage 282.80
Implied volatility 41.46%
Moneyness out-of-the-money
Leverage 7.2470
Delta -0.0256
Gamma 0.0003
Theta -0.0003
Rho -0.0013
Vega 0.0033
Fair value 0.03
Intrinsic value n.a.
Break-even 39.75
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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