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ZKB Call Warrant auf
TEMENOS AG

ISIN: CH1281049804 Security: 128104980 Symbol: TEM80Z Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 50'000.00

Date/time (delayed) 27.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.015 0.05
Volume 1'000'000.00 50'000.00
Date/time 27.06.24 17:15 28.06.24 05:55

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume 6'622.00 Unit
Date/time 07.06.2024 17:15

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -81.94%
Year to date (YTD) -83.33%
1 month n.a.
3 months -80.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue76.44
Premium0.64%
Premium p.a.1.21%
Leverage7.92
Implied volatility0.43

Reference data

ISIN CH1281049804
Symbol TEM80Z
Security 128104980
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 08.12.2023

Key figures

Premium 63.66%
Premium p.a. 121.02%
Leverage 94.62
Implied volatility 42.90%
Moneyness out-of-the-money
Leverage 7.9243
Delta 0.0838
Gamma 0.0004
Theta -0.0004
Rho 0.0012
Vega 0.0034
Fair value 0.03
Intrinsic value n.a.
Break-even 100.65
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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