Call-Warrant

Symbol: GF0MDZ
Underlyings: Georg Fischer AG
ISIN: CH1268375115
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.030
Diff. absolute / % -0.01 -16.67%

Determined prices

Last Price 0.050 Volume 1,200
Time 13:38:11 Date 20/03/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1268375115
Valor 126837511
Symbol GF0MDZ
Strike 80.00 CHF
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 22/06/2023
Date of maturity 28/06/2024
Last trading day 21/06/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name Georg Fischer AG
ISIN CH1169151003
Price 69.15 CHF
Date 17/05/24 17:30
Ratio 10.00

Key data

Implied volatility 0.36%
Leverage 2.44
Delta 0.01
Gamma 0.01
Vega 0.01
Distance to Strike 10.90
Distance to Strike in % 15.77%

market maker quality Date: 16/05/2024

Average Spread 33.86%
Last Best Bid Price 0.02 CHF
Last Best Ask Price 0.03 CHF
Last Best Bid Volume 1,000,000
Last Best Ask Volume 250,000
Average Buy Volume 1,000,000
Average Sell Volume 250,000
Average Buy Value 24,605 CHF
Average Sell Value 8,651 CHF
Spreads Availability Ratio 99.77%
Quote Availability 99.77%

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