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ZKB Put Warrant auf
Georg Fischer AG

ISIN: CH1268390197 Security: 126839019 Symbol: GF077Z Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

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 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 03.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.87%
Year to date (YTD) -77.27%
1 month n.a.
3 months -77.27%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue52.75
Premium0.28%
Premium p.a.2.43%
Leverage12.34
Implied volatility0.56

Reference data

ISIN CH1268390197
Symbol GF077Z
Security 126839019
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 27.98%
Premium p.a. 243.18%
Leverage 345.75
Implied volatility 56.23%
Moneyness out-of-the-money
Leverage 12.3395
Delta -0.0357
Gamma 0.0006
Theta -0.0012
Rho -0.0003
Vega 0.0018
Fair value 0.02
Intrinsic value n.a.
Break-even 49.80
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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