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ZKB Put Warrant auf
TEMENOS AG

ISIN: CH1281049929 Security: 128104992 Symbol: TEMNWZ Life cycle
Secondary market

Bid Price 1.04

Ask Price 1.05

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 17.05.2024 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 1.04 1.05
Volume 50'000.00 50'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 1.04
Change +0.97% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

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

Performance

Perf. since issue +104.90%
Year to date (YTD) +153.66%
1 month +50.72%
3 months -1.89%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.51
Underlying price on issue76.44
Premium0.03%
Premium p.a.0.04%
Leverage2.04
Implied volatility0.42

Reference data

ISIN CH1281049929
Symbol TEMNWZ
Security 128104992
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying TEMENOS N, CH0012453913
Underlying ISIN CH0012453913
Strike 76.00
C/P type put
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 2.82%
Premium p.a. 4.40%
Leverage 2.71
Implied volatility 41.63%
Moneyness in-the-money
Leverage 2.0404
Delta -0.7521
Gamma 0.0008
Theta -0.0005
Rho -0.0204
Vega 0.0072
Fair value 0.08
Intrinsic value n.a.
Break-even 55.10
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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