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ZKB Call Warrant auf
TEMENOS AG

ISIN: CH1268392896 Security: 126839289 Symbol: TEM06Z 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) 16.05.2024 11:56:30

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.09.2023
Key Information Document DE 21.09.2023
Key Information Document EN 21.09.2023
Key Information Document FR 21.09.2023
Key Information Document IT 21.09.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 11:56 16.05.24 11:56

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.15%
Year to date (YTD) -95.31%
1 month -72.73%
3 months -97.79%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue65.25
Premium0.40%
Premium p.a.3.36%
Leverage13.79
Implied volatility0.55

Reference data

ISIN CH1268392896
Symbol TEM06Z
Security 126839289
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 21.09.2023

Key figures

Premium 39.60%
Premium p.a. 336.14%
Leverage 287.25
Implied volatility 54.56%
Moneyness out-of-the-money
Leverage 13.7863
Delta 0.0480
Gamma 0.0005
Theta -0.0006
Rho 0.0002
Vega 0.0010
Fair value 0.01
Intrinsic value n.a.
Break-even 80.20
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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