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ZKB Call Warrant auf
TEMENOS AG

ISIN: CH1268392623 Security: 126839262 Symbol: TEMOJZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

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 21.09.2023
Key Information Document DE 21.09.2023
Key Information Document EN 21.09.2023
Key Information Document FR 21.09.2023
Key Information Document IT 21.09.2023

Price data

  Bid Ask
Price 0.03 0.04
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 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -88.71%
Year to date (YTD) -91.03%
1 month 0.00%
3 months -81.58%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue65.25
Premium0.35%
Premium p.a.1.22%
Leverage10.06
Implied volatility0.41

Reference data

ISIN CH1268392623
Symbol TEMOJZ
Security 126839262
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying TEMENOS N, CH0012453913
Underlying ISIN CH0012453913
Strike 80.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 21.09.2023

Key figures

Premium 35.18%
Premium p.a. 122.28%
Leverage 85.29
Implied volatility 41.47%
Moneyness out-of-the-money
Leverage 10.0584
Delta 0.1179
Gamma 0.0007
Theta -0.0006
Rho 0.0009
Vega 0.0032
Fair value 0.04
Intrinsic value n.a.
Break-even 80.70
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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