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ZKB Call Warrant auf
TEMENOS AG

ISIN: CH1305141082 Security: 130514108 Symbol: TEMRRZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.02.2024
Key Information Document DE 29.02.2024
Key Information Document EN 29.02.2024
Key Information Document FR 29.02.2024
Key Information Document IT 29.02.2024

Price data

  Bid Ask
Price 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.03
Change +20.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.19%
Year to date (YTD) n.a.
1 month -80.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue65.65
Premium0.20%
Premium p.a.1.65%
Leverage14.83
Implied volatility0.41

Reference data

ISIN CH1305141082
Symbol TEMRRZ
Security 130514108
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying TEMENOS N, CH0012453913
Underlying ISIN CH0012453913
Strike 68.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 29.02.2024

Key figures

Premium 19.86%
Premium p.a. 164.75%
Leverage 114.30
Implied volatility 41.30%
Moneyness out-of-the-money
Leverage 14.8274
Delta 0.1297
Gamma 0.0013
Theta -0.0010
Rho 0.0004
Vega 0.0021
Fair value 0.03
Intrinsic value n.a.
Break-even 68.50
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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