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ZKB Put Warrant auf
Compagnie Financière Richemont SA

ISIN: CH1268384182 Security: 126838418 Symbol: CFROBZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 02:14:18

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 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 14:14 17.05.24 14:14

Current data

Last price paid 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date29.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.06%
Year to date (YTD) -90.91%
1 month -71.43%
3 months -69.23%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.51
Underlying price on issue123.88
Premium0.22%
Premium p.a.1.88%
Leverage17.26
Implied volatility0.41

Reference data

ISIN CH1268384182
Symbol CFROBZ
Security 126838418
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying CieFinRichemont N, CH0210483332
Underlying ISIN CH0210483332
Strike 114.00
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 22.08.2023

Key figures

Premium 21.61%
Premium p.a. 187.80%
Leverage 487.74
Implied volatility 41.12%
Moneyness out-of-the-money
Leverage 17.2601
Delta -0.0354
Gamma 0.0002
Theta -0.0009
Rho -0.0003
Vega 0.0019
Fair value 0.02
Intrinsic value n.a.
Break-even 113.70
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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