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ZKB Put Warrant auf
Compagnie Financière Richemont SA

ISIN: CH1281045596 Security: 128104559 Symbol: CFRMZZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.11.2023
Key Information Document DE 29.11.2023
Key Information Document EN 29.11.2023
Key Information Document FR 29.11.2023
Key Information Document IT 29.11.2023

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date06.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -93.62%
Year to date (YTD) -90.00%
1 month -65.00%
3 months -68.18%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.47
Underlying price on issue110.28
Premium0.20%
Premium p.a.1.72%
Leverage14.26
Implied volatility0.44

Reference data

ISIN CH1281045596
Symbol CFRMZZ
Security 128104559
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying CieFinRichemont N, CH0210483332
Underlying ISIN CH0210483332
Strike 110.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 29.11.2023

Key figures

Premium 20.29%
Premium p.a. 172.24%
Leverage 228.75
Implied volatility 44.50%
Moneyness out-of-the-money
Leverage 14.2610
Delta -0.0623
Gamma 0.0003
Theta -0.0015
Rho -0.0005
Vega 0.0029
Fair value 0.03
Intrinsic value n.a.
Break-even 109.40
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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