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ZKB Call Warrant auf
TEMENOS AG

ISIN: CH1305145950 Security: 130514595 Symbol: TEMDTZ Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.03.2024
Key Information Document DE 19.03.2024
Key Information Document EN 19.03.2024
Key Information Document FR 19.03.2024
Key Information Document IT 19.03.2024

Price data

  Bid Ask
Price 0.12 0.13
Volume 475'000.00 475'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.13
Change -13.33% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -67.11%
Year to date (YTD) n.a.
1 month -70.45%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue63.58
Premium0.46%
Premium p.a.0.53%
Leverage5.44
Implied volatility0.40

Reference data

ISIN CH1305145950
Symbol TEMDTZ
Security 130514595
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying TEMENOS N, CH0012453913
Underlying ISIN CH0012453913
Strike 80.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.03.2024

Key figures

Premium 45.50%
Premium p.a. 52.73%
Leverage 22.68
Implied volatility 39.88%
Moneyness out-of-the-money
Leverage 5.4423
Delta 0.2400
Gamma 0.0007
Theta -0.0005
Rho 0.0048
Vega 0.0082
Fair value 0.13
Intrinsic value n.a.
Break-even 82.50
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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