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ZKB Call Warrant auf
TEMENOS AG

ISIN: CH1305137528 Security: 130513752 Symbol: TEM2OZ Life cycle
Secondary market

Bid Price 0.31

Ask Price 0.32

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 30.07.2024 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 0.31 0.32
Volume 175'000.00 175'000.00
Date/time 30.07.24 17:15 30.07.24 17:15

Current data

Last price paid 0.32
Change -5.88% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.07.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -39.42%
Year to date (YTD) n.a.
1 month -20.00%
3 months -3.03%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.52
Underlying price on issue58.88
Premium0.10%
Premium p.a.0.22%
Leverage5.46
Implied volatility0.37

Reference data

ISIN CH1305137528
Symbol TEM2OZ
Security 130513752
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 9.77%
Premium p.a. 22.28%
Leverage 9.59
Implied volatility 37.41%
Moneyness in-the-money
Leverage 5.4571
Delta 0.5692
Gamma 0.0013
Theta -0.0010
Rho 0.0062
Vega 0.0079
Fair value 0.30
Intrinsic value n.a.
Break-even 66.30
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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