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ZKB Call Warrant auf
TEMENOS AG

ISIN: CH1268375404 Security: 126837540 Symbol: TEMMJZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.06.2024 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 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.04.2024 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 -96.76%
Year to date (YTD) -71.43%
1 month n.a.
3 months -81.82%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue70.97
Premium0.91%
Premium p.a.23.59%
Leverage10.38
Implied volatility1.48

Reference data

ISIN CH1268375404
Symbol TEMMJZ
Security 126837540
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying TEMENOS N, CH0012453913
Underlying ISIN CH0012453913
Strike 114.00
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 90.50%
Premium p.a. 2359.49%
Leverage 544.55
Implied volatility 147.97%
Moneyness out-of-the-money
Leverage 10.3831
Delta 0.0191
Gamma 0.0001
Theta -0.0013
Rho 0.0000
Vega 0.0003
Fair value 0.01
Intrinsic value n.a.
Break-even 114.11
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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