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ZKB Call Warrant auf
TEMENOS AG

ISIN: CH1305141140 Security: 130514114 Symbol: TEM5FZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.02.2024
Key Information Document DE 29.02.2024
Key Information Document EN 29.02.2024
Key Information Document FR 29.02.2024
Key Information Document IT 29.02.2024

Price data

  Bid Ask
Price 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.12
Change -7.69% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date07.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -73.26%
Year to date (YTD) n.a.
1 month 0.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.43
Underlying price on issue65.65
Premium0.22%
Premium p.a.0.67%
Leverage7.40
Implied volatility0.42

Reference data

ISIN CH1305141140
Symbol TEM5FZ
Security 130514114
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying TEMENOS N, CH0012453913
Underlying ISIN CH0012453913
Strike 68.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 29.02.2024

Key figures

Premium 21.84%
Premium p.a. 66.98%
Leverage 25.09
Implied volatility 42.32%
Moneyness out-of-the-money
Leverage 7.4030
Delta 0.2951
Gamma 0.0012
Theta -0.0010
Rho 0.0024
Vega 0.0057
Fair value 0.12
Intrinsic value n.a.
Break-even 70.30
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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