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ZKB Call Warrant auf
Compagnie Financière Richemont SA

ISIN: CH1305138914 Security: 130513891 Symbol: CFRXOZ Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 31.05.2024 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 0.12 0.13
Volume 475'000.00 475'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.12
Change +9.09% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

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

Performance

Perf. since issue -26.47%
Year to date (YTD) n.a.
1 month +33.33%
3 months -33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue134.83
Premium0.27%
Premium p.a.0.45%
Leverage9.49
Implied volatility0.28

Reference data

ISIN CH1305138914
Symbol CFRXOZ
Security 130513891
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying CieFinRichemont N, CH0210483332
Underlying ISIN CH0210483332
Strike 180.00
C/P type call
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 26.91%
Premium p.a. 44.65%
Leverage 57.52
Implied volatility 28.01%
Moneyness out-of-the-money
Leverage 9.4926
Delta 0.1650
Gamma 0.0004
Theta -0.0008
Rho 0.0057
Vega 0.0138
Fair value 0.13
Intrinsic value n.a.
Break-even 182.50
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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