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ZKB Call Warrant auf
Compagnie Financière Richemont SA

ISIN: CH1268388001 Security: 126838800 Symbol: CFR0HZ Life cycle
Secondary market

Bid Price 1.28

Ask Price 1.29

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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 1.28 1.29
Volume 75'000.00 75'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 1.28
Change +4.07% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date20.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +137.96%
Year to date (YTD) +197.67%
1 month +106.45%
3 months +4.07%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.54
Underlying price on issue116.65
Premium0.00%
Premium p.a.0.06%
Leverage5.30
Implied volatility0.46

Reference data

ISIN CH1268388001
Symbol CFR0HZ
Security 126838800
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying CieFinRichemont N, CH0210483332
Underlying ISIN CH0210483332
Strike 118.96
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 13.09.2023

Key figures

Premium 0.44%
Premium p.a. 5.76%
Leverage 5.64
Implied volatility 46.27%
Moneyness in-the-money
Leverage 5.3030
Delta 0.9395
Gamma 0.0003
Theta -0.0022
Rho 0.0042
Vega 0.0024
Fair value 0.03
Intrinsic value n.a.
Break-even 144.44
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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