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ZKB Put Warrant auf
Compagnie Financière Richemont SA

ISIN: CH1268389876 Security: 126838987 Symbol: CFRWWZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 12.06.2024 02:45:20

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 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 12.06.24 14:45 12.06.24 14:45

Current data

Last price paid 0.045
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -92.73%
Year to date (YTD) -90.22%
1 month -67.86%
3 months -67.86%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.55
Underlying price on issue118.70
Premium0.27%
Premium p.a.0.91%
Leverage10.85
Implied volatility0.37

Reference data

ISIN CH1268389876
Symbol CFRWWZ
Security 126838987
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying CieFinRichemont N, CH0210483332
Underlying ISIN CH0210483332
Strike 109.05
C/P type put
Subscription ratio 19.83
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 19.82632
Value day 19.09.2023

Key figures

Premium 26.81%
Premium p.a. 91.45%
Leverage 186.49
Implied volatility 36.68%
Moneyness out-of-the-money
Leverage 10.8511
Delta -0.0582
Gamma 0.0002
Theta -0.0009
Rho -0.0014
Vega 0.0047
Fair value 0.04
Intrinsic value n.a.
Break-even 108.25
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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