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ZKB Call Warrant auf
Georg Fischer AG

ISIN: CH1268380305 Security: 126838030 Symbol: GF0SXZ Life cycle
Secondary market

Bid Price 0.96

Ask Price 0.97

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 27.07.2023
Key Information Document DE 27.07.2023
Key Information Document EN 27.07.2023
Key Information Document FR 27.07.2023
Key Information Document IT 27.07.2023

Price data

  Bid Ask
Price 0.96 0.97
Volume 75'000.00 75'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.96
Change +3.23% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date04.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +63.56%
Year to date (YTD) +92.00%
1 month +128.57%
3 months +92.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.59
Underlying price on issue59.05
Premium0.00%
Premium p.a.0.03%
Leverage6.91
Implied volatility0.26

Reference data

ISIN CH1268380305
Symbol GF0SXZ
Security 126838030
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Georg Fischer N, CH1169151003
Underlying ISIN CH1169151003
Strike 60.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 27.07.2023

Key figures

Premium 0.29%
Premium p.a. 2.50%
Leverage 7.20
Implied volatility 25.57%
Moneyness in-the-money
Leverage 6.9051
Delta 0.9595
Gamma 0.0014
Theta -0.0008
Rho 0.0066
Vega 0.0020
Fair value 0.02
Intrinsic value n.a.
Break-even 69.65
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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