Inhaltsseite: Home

ZKB Call Warrant auf
Compagnie Financière Richemont SA

ISIN: CH1250735409 Security: 125073540 Symbol: CFRNFZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

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 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.001
Change -90.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume 70'000.00 Unit
Date/time 08.05.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date26.05.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.50%
Year to date (YTD) -93.33%
1 month n.a.
3 months -90.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue155.38
Premium0.44%
Premium p.a.22.93%
Leverage16.05
Implied volatility1.27

Reference data

ISIN CH1250735409
Symbol CFRNFZ
Security 125073540
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying CieFinRichemont N, CH0210483332
Underlying ISIN CH0210483332
Strike 198.26
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 19.05.2023

Key figures

Premium 43.98%
Premium p.a. 2293.08%
Leverage 662.18
Implied volatility 127.16%
Moneyness out-of-the-money
Leverage 16.0456
Delta 0.0242
Gamma 0.0001
Theta -0.0044
Rho 0.0000
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 198.47
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading