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ZKB Call Warrant auf
Compagnie Financière Richemont SA

ISIN: CH1305134012 Security: 130513401 Symbol: CFRODZ Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.01.2024
Key Information Document DE 29.01.2024
Key Information Document EN 29.01.2024
Key Information Document FR 29.01.2024
Key Information Document IT 29.01.2024

Price data

  Bid Ask
Price 0.23 0.24
Volume 225'000.00 225'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.23
Change +9.52% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date05.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -16.07%
Year to date (YTD) n.a.
1 month +35.29%
3 months -39.47%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue128.60
Premium0.06%
Premium p.a.0.48%
Leverage12.91
Implied volatility0.32

Reference data

ISIN CH1305134012
Symbol CFRODZ
Security 130513401
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying CieFinRichemont N, CH0210483332
Underlying ISIN CH0210483332
Strike 140.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 29.01.2024

Key figures

Premium 5.81%
Premium p.a. 48.23%
Leverage 29.10
Implied volatility 31.80%
Moneyness out-of-the-money
Leverage 12.9072
Delta 0.4436
Gamma 0.0013
Theta -0.0035
Rho 0.0034
Vega 0.0094
Fair value 0.24
Intrinsic value n.a.
Break-even 144.70
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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