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ZKB Put Warrant auf
Compagnie Financière Richemont SA

ISIN: CH1305145232 Security: 130514523 Symbol: CFRKWZ Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 17.05.2024 11:47:12

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 0.13 0.14
Volume 400'000.00 400'000.00
Date/time 17.05.24 11:47 17.05.24 11:47

Current data

Last price paid 0.36
Change -5.26% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date25.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -64.86%
Year to date (YTD) n.a.
1 month -51.35%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue142.80
Premium0.06%
Premium p.a.0.48%
Leverage17.18
Implied volatility0.26

Reference data

ISIN CH1305145232
Symbol CFRKWZ
Security 130514523
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 5.57%
Premium p.a. 48.38%
Leverage 55.96
Implied volatility 25.64%
Moneyness out-of-the-money
Leverage 17.1822
Delta -0.3070
Gamma 0.0014
Theta -0.0026
Rho -0.0027
Vega 0.0087
Fair value 0.13
Intrinsic value n.a.
Break-even 137.40
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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