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ZKB Put Warrant auf
Georg Fischer AG

ISIN: CH1338502862 Security: 133850286 Symbol: GF0EHZ Life cycle
Secondary market

Bid Price 0.55

Ask Price 0.56

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.05.2024
Key Information Document DE 15.05.2024
Key Information Document EN 15.05.2024
Key Information Document FR 15.05.2024
Key Information Document IT 15.05.2024

Price data

  Bid Ask
Price 0.55 0.56
Volume 100'000.00 100'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.55
Change +12.24% [ +0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date23.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +63.24%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue68.88
Premium0.03%
Premium p.a.0.11%
Leverage6.89
Implied volatility0.26

Reference data

ISIN CH1338502862
Symbol GF0EHZ
Security 133850286
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Georg Fischer N, CH1169151003
Underlying ISIN CH1169151003
Strike 68.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 15.05.2024

Key figures

Premium 3.48%
Premium p.a. 10.67%
Leverage 11.66
Implied volatility 25.81%
Moneyness in-the-money
Leverage 6.8917
Delta -0.5912
Gamma 0.0041
Theta -0.0014
Rho -0.0143
Vega 0.0144
Fair value 0.23
Intrinsic value n.a.
Break-even 62.45
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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