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ZKB Put Warrant auf
Compagnie Financière Richemont SA

ISIN: CH1281032826 Security: 128103282 Symbol: CFRD6Z Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.10.2023
Key Information Document DE 04.10.2023
Key Information Document EN 04.10.2023
Key Information Document FR 04.10.2023
Key Information Document IT 04.10.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date11.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.44%
Year to date (YTD) -86.84%
1 month n.a.
3 months -66.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue110.28
Premium0.28%
Premium p.a.2.34%
Leverage12.50
Implied volatility0.55

Reference data

ISIN CH1281032826
Symbol CFRD6Z
Security 128103282
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying CieFinRichemont N, CH0210483332
Underlying ISIN CH0210483332
Strike 100.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 04.10.2023

Key figures

Premium 27.54%
Premium p.a. 233.75%
Leverage 343.63
Implied volatility 54.76%
Moneyness out-of-the-money
Leverage 12.4995
Delta -0.0364
Gamma 0.0002
Theta -0.0012
Rho -0.0003
Vega 0.0019
Fair value 0.02
Intrinsic value n.a.
Break-even 99.60
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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