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ZKB Call Warrant auf
Compagnie Financière Richemont SA

ISIN: CH1305146776 Security: 130514677 Symbol: CFRSVZ 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) 17.06.2024 01:16:02

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.52 0.53
Volume 125'000.00 125'000.00
Date/time 17.06.24 13:16 17.06.24 13:16

Current data

Last price paid 0.58
Change -9.38% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date27.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -4.55%
Year to date (YTD) n.a.
1 month +28.89%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.55
Underlying price on issue136.63
Premium0.13%
Premium p.a.0.17%
Leverage6.01
Implied volatility0.29

Reference data

ISIN CH1305146776
Symbol CFRSVZ
Security 130514677
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
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 20.03.2024

Key figures

Premium 13.31%
Premium p.a. 17.10%
Leverage 13.49
Implied volatility 28.96%
Moneyness out-of-the-money
Leverage 6.0057
Delta 0.4452
Gamma 0.0005
Theta -0.0012
Rho 0.0182
Vega 0.0244
Fair value 0.53
Intrinsic value n.a.
Break-even 160.50
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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