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ZKB Call Warrant auf
Compagnie Financière Richemont SA

ISIN: CH1268367674 Security: 126836767 Symbol: CFRTJZ Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.09.2023
Key Information Document DE 20.09.2023
Key Information Document EN 20.09.2023
Key Information Document FR 20.09.2023
Key Information Document IT 20.09.2023

Price data

  Bid Ask
Price 0.07 0.08
Volume 775'000.00 400'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.075
Change -25.00% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.63%
Year to date (YTD) -11.76%
1 month 0.00%
3 months -75.81%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.80
Underlying price on issue145.03
Premium0.04%
Premium p.a.0.56%
Leverage29.20
Implied volatility0.20

Reference data

ISIN CH1268367674
Symbol CFRTJZ
Security 126836767
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying CieFinRichemont N, CH0210483332
Underlying ISIN CH0210483332
Strike 148.70
C/P type call
Subscription ratio 19.83
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 19.82632
Value day 05.06.2023

Key figures

Premium 4.26%
Premium p.a. 55.52%
Leverage 96.87
Implied volatility 20.10%
Moneyness out-of-the-money
Leverage 29.2035
Delta 0.3015
Gamma 0.0022
Theta -0.0026
Rho 0.0016
Vega 0.0070
Fair value 0.08
Intrinsic value n.a.
Break-even 150.18
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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