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ZKB Put Warrant auf
TEMENOS AG

ISIN: CH1305137510 Security: 130513751 Symbol: TEM0FZ Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.02.2024
Key Information Document DE 16.02.2024
Key Information Document EN 16.02.2024
Key Information Document FR 16.02.2024
Key Information Document IT 16.02.2024

Price data

  Bid Ask
Price 0.12 0.13
Volume 375'000.00 375'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.13
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -67.11%
Year to date (YTD) n.a.
1 month -27.78%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue58.88
Premium0.06%
Premium p.a.0.54%
Leverage9.45
Implied volatility0.40

Reference data

ISIN CH1305137510
Symbol TEM0FZ
Security 130513751
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying TEMENOS N, CH0012453913
Underlying ISIN CH0012453913
Strike 56.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 16.02.2024

Key figures

Premium 6.22%
Premium p.a. 54.08%
Leverage 22.82
Implied volatility 39.77%
Moneyness out-of-the-money
Leverage 9.4492
Delta -0.4141
Gamma 0.0025
Theta -0.0017
Rho -0.0015
Vega 0.0038
Fair value 0.13
Intrinsic value n.a.
Break-even 53.50
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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