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ZKB Call Warrant auf
Tesla Inc

ISIN: CH1250737611 Security: 125073761 Symbol: TSL7FZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.05
Change -23.08% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

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

Performance

Perf. since issue -94.89%
Year to date (YTD) -96.21%
1 month -41.18%
3 months -88.64%
1 year -94.05%
3 years n.a.

Key figures on issue

Issue price0.88
Underlying price on issue185.92
Premium0.16%
Premium p.a.2.03%
Leverage13.86
Implied volatility0.50

Reference data

ISIN CH1250737611
Symbol TSL7FZ
Security 125073761
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Tesla Rg, US88160R1014
Underlying ISIN US88160R1014
Strike 200.00
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 15.54%
Premium p.a. 202.63%
Leverage 70.34
Implied volatility 50.03%
Moneyness out-of-the-money
Leverage 13.8555
Delta 0.1970
Gamma 0.0003
Theta -0.0023
Rho 0.0004
Vega 0.0024
Fair value 0.05
Intrinsic value n.a.
Break-even 202.49
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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