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ZKB Put Warrant auf
TEMENOS AG

ISIN: CH1305141199 Security: 130514119 Symbol: TEM3NZ Life cycle
Secondary market

Bid Price 0.33

Ask Price 0.34

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 22.05.2024 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 0.33 0.34
Volume 175'000.00 175'000.00
Date/time 22.05.24 17:15 22.05.24 17:15

Current data

Last price paid 0.33
Change -5.71% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date07.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -6.94%
Year to date (YTD) n.a.
1 month -2.94%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue65.65
Premium0.15%
Premium p.a.0.24%
Leverage3.29
Implied volatility0.44

Reference data

ISIN CH1305141199
Symbol TEM3NZ
Security 130514119
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying TEMENOS N, CH0012453913
Underlying ISIN CH0012453913
Strike 56.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 29.02.2024

Key figures

Premium 15.00%
Premium p.a. 23.91%
Leverage 8.66
Implied volatility 44.40%
Moneyness out-of-the-money
Leverage 3.2936
Delta -0.3805
Gamma 0.0009
Theta -0.0008
Rho -0.0090
Vega 0.0087
Fair value 0.34
Intrinsic value n.a.
Break-even 49.30
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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