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ZKB Put Warrant auf
TEMENOS AG

ISIN: CH1305141181 Security: 130514118 Symbol: TEM1HZ Life cycle
Secondary market

Bid Price 0.34

Ask Price 0.35

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 23.05.2024 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 0.34 0.35
Volume 175'000.00 175'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.35
Change -14.63% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -4.17%
Year to date (YTD) n.a.
1 month +40.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue65.65
Premium0.02%
Premium p.a.0.21%
Leverage6.11
Implied volatility0.44

Reference data

ISIN CH1305141181
Symbol TEM1HZ
Security 130514118
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying TEMENOS N, CH0012453913
Underlying ISIN CH0012453913
Strike 64.00
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 2.06%
Premium p.a. 20.87%
Leverage 8.45
Implied volatility 44.22%
Moneyness in-the-money
Leverage 6.1083
Delta -0.7229
Gamma 0.0021
Theta -0.0018
Rho -0.0024
Vega 0.0031
Fair value 0.06
Intrinsic value n.a.
Break-even 57.10
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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