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ZKB Call Warrant auf
Compagnie Financière Richemont SA

ISIN: CH1305142320 Security: 130514232 Symbol: CFRGCZ Life cycle
Secondary market

Bid Price 0.075

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 675'000.00

Volume 350'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.03.2024
Key Information Document DE 04.03.2024
Key Information Document EN 04.03.2024
Key Information Document FR 04.03.2024
Key Information Document IT 04.03.2024

Price data

  Bid Ask
Price 0.075 0.085
Volume 675'000.00 350'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.075
Change +15.38% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date11.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -61.90%
Year to date (YTD) n.a.
1 month -31.82%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue142.23
Premium0.25%
Premium p.a.0.68%
Leverage11.43
Implied volatility0.31

Reference data

ISIN CH1305142320
Symbol CFRGCZ
Security 130514232
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying CieFinRichemont N, CH0210483332
Underlying ISIN CH0210483332
Strike 170.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 04.03.2024

Key figures

Premium 24.85%
Premium p.a. 67.68%
Leverage 85.91
Implied volatility 30.89%
Moneyness out-of-the-money
Leverage 11.4308
Delta 0.1331
Gamma 0.0004
Theta -0.0010
Rho 0.0027
Vega 0.0089
Fair value 0.08
Intrinsic value n.a.
Break-even 171.60
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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