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ZKB Call Warrant auf
TEMENOS AG

ISIN: CH1305137452 Security: 130513745 Symbol: TEM74Z Life cycle
Secondary market

Bid Price 0.075

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 325'000.00

Date/time (delayed) 11.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.02.2024
Key Information Document DE 16.02.2024
Key Information Document EN 16.02.2024
Key Information Document FR 16.02.2024
Key Information Document IT 16.02.2024

Price data

  Bid Ask
Price 0.075 0.085
Volume 625'000.00 325'000.00
Date/time 11.06.24 17:15 11.06.24 17:15

Current data

Last price paid 0.085
Change -22.73% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -80.49%
Year to date (YTD) n.a.
1 month +21.43%
3 months -82.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue58.88
Premium0.03%
Premium p.a.0.72%
Leverage17.97
Implied volatility0.34

Reference data

ISIN CH1305137452
Symbol TEM74Z
Security 130513745
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying TEMENOS N, CH0012453913
Underlying ISIN CH0012453913
Strike 60.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 16.02.2024

Key figures

Premium 3.36%
Premium p.a. 72.05%
Leverage 37.25
Implied volatility 34.48%
Moneyness out-of-the-money
Leverage 17.9749
Delta 0.4825
Gamma 0.0045
Theta -0.0027
Rho 0.0006
Vega 0.0026
Fair value 0.08
Intrinsic value n.a.
Break-even 61.60
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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