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ZKB Put Warrant auf
Georg Fischer AG

ISIN: CH1281050364 Security: 128105036 Symbol: GF0FYZ Life cycle
Secondary market

Bid Price 0.29

Ask Price 0.30

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.29 0.30
Volume 175'000.00 175'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.29
Change +16.00% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -58.45%
Year to date (YTD) -48.21%
1 month -9.38%
3 months -19.44%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.71
Underlying price on issue58.23
Premium0.13%
Premium p.a.0.21%
Leverage6.53
Implied volatility0.28

Reference data

ISIN CH1281050364
Symbol GF0FYZ
Security 128105036
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Georg Fischer N, CH1169151003
Underlying ISIN CH1169151003
Strike 60.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 08.12.2023

Key figures

Premium 12.50%
Premium p.a. 20.74%
Leverage 22.10
Implied volatility 27.79%
Moneyness out-of-the-money
Leverage 6.5304
Delta -0.2955
Gamma 0.0025
Theta -0.0010
Rho -0.0134
Vega 0.0175
Fair value 0.30
Intrinsic value n.a.
Break-even 57.05
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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