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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) 26.06.2024 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 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.04
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume 50'000.00 Unit
Date/time 25.06.2024 17:15

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) -91.30%
1 month -33.33%
3 months -75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.55
Underlying price on issue118.70
Premium0.24%
Premium p.a.0.94%
Leverage11.94
Implied volatility0.35

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 23.85%
Premium p.a. 93.59%
Leverage 179.24
Implied volatility 35.19%
Moneyness out-of-the-money
Leverage 11.9386
Delta -0.0666
Gamma 0.0003
Theta -0.0010
Rho -0.0013
Vega 0.0046
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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