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ZKB Put Warrant auf
TEMENOS AG

ISIN: CH1305146008 Security: 130514600 Symbol: TEMH3Z Life cycle
Secondary market

Bid Price 0.38

Ask Price 0.39

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 24.09.2024 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 0.38 0.39
Volume 100'000.00 100'000.00
Date/time 24.09.24 17:15 24.09.24 17:15

Current data

Last price paid 0.39
Change +8.33% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.09.2024 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 -33.62%
Year to date (YTD) n.a.
1 month -2.50%
3 months -4.88%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.58
Underlying price on issue63.58
Premium0.11%
Premium p.a.0.21%
Leverage3.51
Implied volatility0.43

Reference data

ISIN CH1305146008
Symbol TEMH3Z
Security 130514600
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying TEMENOS N, CH0012453913
Underlying ISIN CH0012453913
Strike 60.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.03.2024

Key figures

Premium 10.75%
Premium p.a. 21.21%
Leverage 7.61
Implied volatility 43.00%
Moneyness in-the-money
Leverage 3.5088
Delta -0.4610
Gamma 0.0011
Theta -0.0009
Rho -0.0088
Vega 0.0083
Fair value 0.32
Intrinsic value n.a.
Break-even 52.30
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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