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ZKB Call Warrant auf
TEMENOS AG

ISIN: CH1268375610 Security: 126837561 Symbol: TEMYMZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.06.2023
Key Information Document DE 21.06.2023
Key Information Document EN 21.06.2023
Key Information Document FR 21.06.2023
Key Information Document IT 21.06.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.43%
Year to date (YTD) -78.57%
1 month n.a.
3 months -89.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue70.97
Premium0.77%
Premium p.a.6.67%
Leverage9.72
Implied volatility0.85

Reference data

ISIN CH1268375610
Symbol TEMYMZ
Security 126837561
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying TEMENOS N, CH0012453913
Underlying ISIN CH0012453913
Strike 100.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 21.06.2023

Key figures

Premium 76.72%
Premium p.a. 666.73%
Leverage 283.50
Implied volatility 84.86%
Moneyness out-of-the-money
Leverage 9.7201
Delta 0.0343
Gamma 0.0002
Theta -0.0007
Rho 0.0001
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 100.20
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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