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ZKB Call Warrant auf
Georg Fischer AG

ISIN: CH1281050232 Security: 128105023 Symbol: GF06UZ Life cycle
Secondary market

Bid Price 0.28

Ask Price 0.29

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

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

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 0.28 0.29
Volume 200'000.00 200'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.28
Change +7.69% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 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 +137.50%
Year to date (YTD) +64.71%
1 month +211.11%
3 months +86.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue58.23
Premium0.02%
Premium p.a.0.18%
Leverage15.53
Implied volatility0.21

Reference data

ISIN CH1281050232
Symbol GF06UZ
Security 128105023
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Georg Fischer N, CH1169151003
Underlying ISIN CH1169151003
Strike 68.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 08.12.2023

Key figures

Premium 2.02%
Premium p.a. 17.52%
Leverage 24.37
Implied volatility 21.22%
Moneyness in-the-money
Leverage 15.5253
Delta 0.6371
Gamma 0.0075
Theta -0.0024
Rho 0.0048
Vega 0.0088
Fair value 0.14
Intrinsic value n.a.
Break-even 70.85
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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