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ZKB Call Warrant auf
TEMENOS AG

ISIN: CH1305137502 Security: 130513750 Symbol: TEM85Z Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 31.05.2024 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 0.13 0.14
Volume 425'000.00 425'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.14
Change +7.69% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 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 -43.75%
Year to date (YTD) n.a.
1 month -46.15%
3 months -48.15%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue58.88
Premium0.36%
Premium p.a.0.59%
Leverage5.77
Implied volatility0.43

Reference data

ISIN CH1305137502
Symbol TEM85Z
Security 130513750
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying TEMENOS N, CH0012453913
Underlying ISIN CH0012453913
Strike 76.00
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 35.69%
Premium p.a. 59.21%
Leverage 21.48
Implied volatility 42.87%
Moneyness out-of-the-money
Leverage 5.7714
Delta 0.2687
Gamma 0.0009
Theta -0.0008
Rho 0.0039
Vega 0.0074
Fair value 0.14
Intrinsic value n.a.
Break-even 78.70
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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