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ZKB Call Warrant auf
TEMENOS AG

ISIN: CH1305132081 Security: 130513208 Symbol: TEMMIZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 23.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.01.2024
Key Information Document DE 22.01.2024
Key Information Document EN 22.01.2024
Key Information Document FR 22.01.2024
Key Information Document IT 22.01.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.015
Change -57.14% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date29.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.77%
Year to date (YTD) n.a.
1 month -66.67%
3 months -95.45%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue85.79
Premium0.51%
Premium p.a.5.17%
Leverage12.06
Implied volatility0.70

Reference data

ISIN CH1305132081
Symbol TEMMIZ
Security 130513208
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying TEMENOS N, CH0012453913
Underlying ISIN CH0012453913
Strike 88.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 22.01.2024

Key figures

Premium 51.03%
Premium p.a. 517.36%
Leverage 292.00
Implied volatility 70.45%
Moneyness out-of-the-money
Leverage 12.0631
Delta 0.0413
Gamma 0.0003
Theta -0.0008
Rho 0.0001
Vega 0.0008
Fair value 0.01
Intrinsic value n.a.
Break-even 88.20
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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