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ZKB Put Warrant auf
Compagnie Financière Richemont SA

ISIN: CH1250735342 Security: 125073534 Symbol: CFRIAZ Life cycle
Secondary market

Bid Price 0.66

Ask Price 0.67

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 20.09.2023
Key Information Document DE 20.09.2023
Key Information Document EN 20.09.2023
Key Information Document FR 20.09.2023
Key Information Document IT 20.09.2023

Price data

  Bid Ask
Price 0.66 0.67
Volume 100'000.00 100'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.67
Change -4.29% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.05.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -21.76%
Year to date (YTD) -61.05%
1 month -39.64%
3 months -21.18%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.85
Underlying price on issue155.38
Premium0.01%
Premium p.a.0.12%
Leverage7.75
Implied volatility0.32

Reference data

ISIN CH1250735342
Symbol CFRIAZ
Security 125073534
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying CieFinRichemont N, CH0210483332
Underlying ISIN CH0210483332
Strike 148.70
C/P type put
Subscription ratio 19.83
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 19.82632
Value day 19.05.2023

Key figures

Premium 1.41%
Premium p.a. 11.96%
Leverage 10.43
Implied volatility 31.68%
Moneyness in-the-money
Leverage 7.7462
Delta -0.7430
Gamma 0.0011
Theta -0.0026
Rho -0.0069
Vega 0.0077
Fair value 0.10
Intrinsic value n.a.
Break-even 135.51
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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