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ZKB Put Warrant auf
Georg Fischer AG

ISIN: CH1268390205 Security: 126839020 Symbol: GF03YZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 28.05.2024 11:02:38

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 28.05.24 11:02 28.05.24 10:57

Current data

Last price paid 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -92.22%
Year to date (YTD) -76.47%
1 month -52.94%
3 months -63.64%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.45
Underlying price on issue52.75
Premium0.30%
Premium p.a.0.90%
Leverage9.65
Implied volatility0.40

Reference data

ISIN CH1268390205
Symbol GF03YZ
Security 126839020
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Georg Fischer N, CH1169151003
Underlying ISIN CH1169151003
Strike 50.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.09.2023

Key figures

Premium 30.12%
Premium p.a. 90.11%
Leverage 203.00
Implied volatility 39.64%
Moneyness out-of-the-money
Leverage 9.6509
Delta -0.0475
Gamma 0.0006
Theta -0.0006
Rho -0.0012
Vega 0.0041
Fair value 0.04
Intrinsic value n.a.
Break-even 49.65
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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