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ZKB Put Warrant auf
Compagnie Financière Richemont SA

ISIN: CH1305139037 Security: 130513903 Symbol: CFRDPZ Life cycle
Secondary market

Bid Price 0.52

Ask Price 0.53

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.52 0.53
Volume 125'000.00 125'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.52
Change -28.77% [ -0.21 ]
Last traded volume n.a. Unit
Cumulative volume 150'000.00 Unit
Date/time 17.05.2024 17:15

Life cycle

Fixing20.12.2024
Settlement date28.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -42.93%
Year to date (YTD) n.a.
1 month -45.83%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.92
Underlying price on issue134.85
Premium0.11%
Premium p.a.0.16%
Leverage5.54
Implied volatility0.27

Reference data

ISIN CH1305139037
Symbol CFRDPZ
Security 130513903
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying CieFinRichemont N, CH0210483332
Underlying ISIN CH0210483332
Strike 140.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 21.02.2024

Key figures

Premium 10.54%
Premium p.a. 16.43%
Leverage 13.79
Implied volatility 27.39%
Moneyness out-of-the-money
Leverage 5.5448
Delta -0.4022
Gamma 0.0006
Theta -0.0014
Rho -0.0214
Vega 0.0222
Fair value 0.53
Intrinsic value n.a.
Break-even 129.50
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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