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ZKB Put Warrant auf
Compagnie Financière Richemont SA

ISIN: CH1305145273 Security: 130514527 Symbol: CFR8MZ Life cycle
Secondary market

Bid Price 0.57

Ask Price 0.58

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.03.2024
Key Information Document DE 18.03.2024
Key Information Document EN 18.03.2024
Key Information Document FR 18.03.2024
Key Information Document IT 18.03.2024

Price data

  Bid Ask
Price 0.57 0.58
Volume 100'000.00 100'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.58
Change -3.33% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date25.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +2.68%
Year to date (YTD) n.a.
1 month -38.30%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.56
Underlying price on issue142.80
Premium0.07%
Premium p.a.0.18%
Leverage6.33
Implied volatility0.28

Reference data

ISIN CH1305145273
Symbol CFR8MZ
Security 130514527
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 18.03.2024

Key figures

Premium 6.51%
Premium p.a. 17.74%
Leverage 11.95
Implied volatility 27.86%
Moneyness in-the-money
Leverage 6.3316
Delta -0.5297
Gamma 0.0008
Theta -0.0020
Rho -0.0155
Vega 0.0162
Fair value 0.45
Intrinsic value n.a.
Break-even 128.50
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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