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ZKB Put Warrant auf
Compagnie Financière Richemont SA

ISIN: CH1305127032 Security: 130512703 Symbol: CFRM5Z Life cycle
Secondary market

Bid Price 0.16

Ask Price 0.17

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

Date/time (delayed) 13.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.12.2023
Key Information Document DE 19.12.2023
Key Information Document EN 19.12.2023
Key Information Document FR 19.12.2023
Key Information Document IT 19.12.2023

Price data

  Bid Ask
Price 0.16 0.17
Volume 375'000.00 375'000.00
Date/time 13.06.24 17:15 13.06.24 17:15

Current data

Last price paid 0.16
Change +6.67% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date28.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -73.39%
Year to date (YTD) -76.47%
1 month -42.86%
3 months -33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.62
Underlying price on issue118.58
Premium0.21%
Premium p.a.0.36%
Leverage6.57
Implied volatility0.33

Reference data

ISIN CH1305127032
Symbol CFRM5Z
Security 130512703
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying CieFinRichemont N, CH0210483332
Underlying ISIN CH0210483332
Strike 120.00
C/P type put
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 25
Value day 19.12.2023

Key figures

Premium 20.66%
Premium p.a. 36.43%
Leverage 35.41
Implied volatility 32.63%
Moneyness out-of-the-money
Leverage 6.5676
Delta -0.1855
Gamma 0.0003
Theta -0.0010
Rho -0.0070
Vega 0.0117
Fair value 0.17
Intrinsic value n.a.
Break-even 115.88
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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