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ZKB Call Warrant auf
Georg Fischer AG

ISIN: CH1268390148 Security: 126839014 Symbol: GF0O0Z Life cycle
Secondary market

Bid Price 0.59

Ask Price 0.60

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

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 0.59 0.60
Volume 100'000.00 100'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.59
Change +5.36% [ +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 date26.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +296.67%
Year to date (YTD) +103.45%
1 month +210.53%
3 months +110.71%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue52.75
Premium0.01%
Premium p.a.0.10%
Leverage9.44
Implied volatility0.28

Reference data

ISIN CH1268390148
Symbol GF0O0Z
Security 126839014
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Georg Fischer N, CH1169151003
Underlying ISIN CH1169151003
Strike 64.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.09.2023

Key figures

Premium 1.16%
Premium p.a. 10.05%
Leverage 11.62
Implied volatility 27.65%
Moneyness in-the-money
Leverage 9.4445
Delta 0.8126
Gamma 0.0041
Theta -0.0023
Rho 0.0058
Vega 0.0063
Fair value 0.08
Intrinsic value n.a.
Break-even 69.95
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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