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ZKB Call Warrant auf
Tesla Inc

ISIN: CH1250737538 Security: 125073753 Symbol: TSL6VZ Life cycle
redeemed

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) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.05.2023
Key Information Document DE 25.05.2023
Key Information Document EN 25.05.2023
Key Information Document FR 25.05.2023
Key Information Document IT 25.05.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.005
Change -66.67% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume 15'000.00 Unit
Date/time 19.06.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date02.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.63%
Year to date (YTD) -99.45%
1 month -85.71%
3 months -95.00%
1 year -99.67%
3 years n.a.

Key figures on issue

Issue price0.73
Underlying price on issue185.92
Premium0.21%
Premium p.a.11.20%
Leverage20.25
Implied volatility0.86

Reference data

ISIN CH1250737538
Symbol TSL6VZ
Security 125073753
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Tesla Rg, US88160R1014
Underlying ISIN US88160R1014
Strike 220.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 25.05.2023

Key figures

Premium 21.47%
Premium p.a. 1119.72%
Leverage 324.04
Implied volatility 86.40%
Moneyness out-of-the-money
Leverage 20.2461
Delta 0.0625
Gamma 0.0001
Theta -0.0032
Rho 0.0000
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 220.56
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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