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ZKB Put Warrant auf
TEMENOS AG

ISIN: CH1305132180 Security: 130513218 Symbol: TEM21Z Life cycle
Secondary market

Bid Price 1.16

Ask Price 1.17

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 21.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.01.2024
Key Information Document DE 22.01.2024
Key Information Document EN 22.01.2024
Key Information Document FR 22.01.2024
Key Information Document IT 22.01.2024

Price data

  Bid Ask
Price 1.16 1.17
Volume 50'000.00 50'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 1.17
Change -1.68% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date29.01.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +191.25%
Year to date (YTD) n.a.
1 month -15.22%
3 months 0.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.40
Underlying price on issue85.79
Premium0.00%
Premium p.a.0.02%
Leverage2.35
Implied volatility0.44

Reference data

ISIN CH1305132180
Symbol TEM21Z
Security 130513218
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying TEMENOS N, CH0012453913
Underlying ISIN CH0012453913
Strike 84.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 22.01.2024

Key figures

Premium 0.49%
Premium p.a. 1.83%
Leverage 2.62
Implied volatility 44.24%
Moneyness in-the-money
Leverage 2.3480
Delta -0.8969
Gamma 0.0006
Theta -0.0005
Rho -0.0105
Vega 0.0028
Fair value 0.01
Intrinsic value n.a.
Break-even 60.70
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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