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ZKB Call Warrant auf
Compagnie Financière Richemont SA

ISIN: CH1305142379 Security: 130514237 Symbol: CFRGGZ Life cycle
Secondary market

Bid Price 0.33

Ask Price 0.34

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 11.07.2024 05:15:00

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 0.33 0.34
Volume 175'000.00 175'000.00
Date/time 11.07.24 17:15 11.07.24 17:15

Current data

Last price paid 0.33
Change +10.00% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.07.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date11.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -44.17%
Year to date (YTD) n.a.
1 month -38.89%
3 months -5.71%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.60
Underlying price on issue142.23
Premium0.11%
Premium p.a.0.22%
Leverage8.20
Implied volatility0.27

Reference data

ISIN CH1305142379
Symbol CFRGGZ
Security 130514237
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying CieFinRichemont N, CH0210483332
Underlying ISIN CH0210483332
Strike 150.00
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 10.86%
Premium p.a. 22.14%
Leverage 21.10
Implied volatility 27.48%
Moneyness out-of-the-money
Leverage 8.1955
Delta 0.3885
Gamma 0.0007
Theta -0.0013
Rho 0.0101
Vega 0.0187
Fair value 0.34
Intrinsic value n.a.
Break-even 156.70
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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