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ZKB Put Warrant auf
Georg Fischer AG

ISIN: CH1281048681 Security: 128104868 Symbol: GF0MSZ 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) 29.05.2024 09:07:51

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 09:07 29.05.24 09:07

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 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.44%
Year to date (YTD) -89.58%
1 month -68.75%
3 months -83.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue58.23
Premium0.21%
Premium p.a.2.48%
Leverage15.99
Implied volatility0.50

Reference data

ISIN CH1281048681
Symbol GF0MSZ
Security 128104868
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Georg Fischer N, CH1169151003
Underlying ISIN CH1169151003
Strike 56.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 08.12.2023

Key figures

Premium 21.07%
Premium p.a. 248.14%
Leverage 353.50
Implied volatility 49.57%
Moneyness out-of-the-money
Leverage 15.9939
Delta -0.0452
Gamma 0.0009
Theta -0.0015
Rho -0.0003
Vega 0.0020
Fair value 0.02
Intrinsic value n.a.
Break-even 55.80
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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