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ZKB Call Warrant auf
Compagnie Financière Richemont SA

ISIN: CH1268389868 Security: 126838986 Symbol: CFRPZZ 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) 20.09.2024 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 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 03.09.2024 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 -95.80%
Year to date (YTD) -90.00%
1 month -50.00%
3 months -95.31%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue118.70
Premium0.30%
Premium p.a.15.58%
Leverage19.28
Implied volatility1.00

Reference data

ISIN CH1268389868
Symbol CFRPZZ
Security 126838986
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 19.09.2023

Key figures

Premium 29.88%
Premium p.a. 1557.97%
Leverage 550.73
Implied volatility 99.67%
Moneyness out-of-the-money
Leverage 19.2807
Delta 0.0350
Gamma 0.0002
Theta -0.0040
Rho 0.0000
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 148.91
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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