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ZKB Call Warrant auf
Georg Fischer AG

ISIN: CH1305145885 Security: 130514588 Symbol: GF0KPZ Life cycle
Secondary market

Bid Price 0.32

Ask Price 0.33

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 19.03.2024
Key Information Document DE 19.03.2024
Key Information Document EN 19.03.2024
Key Information Document FR 19.03.2024
Key Information Document IT 19.03.2024

Price data

  Bid Ask
Price 0.32 0.33
Volume 175'000.00 175'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.33
Change -8.33% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -49.22%
Year to date (YTD) n.a.
1 month -2.94%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.64
Underlying price on issue70.65
Premium0.15%
Premium p.a.0.19%
Leverage7.64
Implied volatility0.23

Reference data

ISIN CH1305145885
Symbol GF0KPZ
Security 130514588
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Georg Fischer N, CH1169151003
Underlying ISIN CH1169151003
Strike 72.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.03.2024

Key figures

Premium 15.41%
Premium p.a. 18.69%
Leverage 20.06
Implied volatility 23.18%
Moneyness out-of-the-money
Leverage 7.6388
Delta 0.3808
Gamma 0.0028
Theta -0.0010
Rho 0.0178
Vega 0.0226
Fair value 0.33
Intrinsic value n.a.
Break-even 75.25
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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