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ZKB Put Warrant auf
Compagnie Financière Richemont SA

ISIN: CH1305130283 Security: 130513028 Symbol: CFRZ0Z Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 550'000.00

Volume 550'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.01.2024
Key Information Document DE 10.01.2024
Key Information Document EN 10.01.2024
Key Information Document FR 10.01.2024
Key Information Document IT 10.01.2024

Price data

  Bid Ask
Price 0.10 0.11
Volume 550'000.00 550'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.11
Change -31.25% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date17.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -79.00%
Year to date (YTD) n.a.
1 month -54.17%
3 months -52.17%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.50
Underlying price on issue112.40
Premium0.25%
Premium p.a.0.42%
Leverage6.90
Implied volatility0.33

Reference data

ISIN CH1305130283
Symbol CFRZ0Z
Security 130513028
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying CieFinRichemont N, CH0210483332
Underlying ISIN CH0210483332
Strike 110.00
C/P type put
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 25
Value day 10.01.2024

Key figures

Premium 25.46%
Premium p.a. 42.24%
Leverage 54.88
Implied volatility 33.29%
Moneyness out-of-the-money
Leverage 6.8973
Delta -0.1257
Gamma 0.0002
Theta -0.0007
Rho -0.0049
Vega 0.0092
Fair value 0.11
Intrinsic value n.a.
Break-even 107.38
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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