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ZKB Put Warrant auf
Compagnie Financière Richemont SA

ISIN: CH1338504272 Security: 133850427 Symbol: CFR54Z Life cycle
Secondary market

Bid Price 0.80

Ask Price 0.81

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 28.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.05.2024
Key Information Document DE 22.05.2024
Key Information Document EN 22.05.2024
Key Information Document FR 22.05.2024
Key Information Document IT 22.05.2024

Price data

  Bid Ask
Price 0.80 0.81
Volume 125'000.00 125'000.00
Date/time 28.06.24 17:15 28.06.24 17:15

Current data

Last price paid 0.80
Change +5.26% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.06.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date29.05.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -0.62%
Year to date (YTD) n.a.
1 month +3.90%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.81
Underlying price on issue141.73
Premium0.12%
Premium p.a.0.12%
Leverage3.81
Implied volatility0.29

Reference data

ISIN CH1338504272
Symbol CFR54Z
Security 133850427
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
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 22.05.2024

Key figures

Premium 11.66%
Premium p.a. 11.69%
Leverage 8.71
Implied volatility 29.18%
Moneyness out-of-the-money
Leverage 3.8069
Delta -0.4370
Gamma 0.0005
Theta -0.0011
Rho -0.0344
Vega 0.0272
Fair value 0.81
Intrinsic value n.a.
Break-even 123.90
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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