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ZKB Put Warrant auf
Compagnie Financière Richemont SA

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

Bid Price 0.24

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 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 0.24 0.25
Volume 250'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.25
Change -3.85% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 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 -60.48%
Year to date (YTD) -63.24%
1 month -39.02%
3 months -28.57%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.62
Underlying price on issue118.58
Premium0.17%
Premium p.a.0.27%
Leverage5.78
Implied volatility0.31

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 17.15%
Premium p.a. 26.64%
Leverage 22.44
Implied volatility 31.16%
Moneyness out-of-the-money
Leverage 5.7805
Delta -0.2576
Gamma 0.0004
Theta -0.0010
Rho -0.0104
Vega 0.0141
Fair value 0.25
Intrinsic value n.a.
Break-even 113.88
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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