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ZKB Call Warrant auf
Tesla Inc

ISIN: CH1268376980 Security: 126837698 Symbol: TSLFYZ 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) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 30.06.2023
Key Information Document DE 30.06.2023
Key Information Document EN 30.06.2023
Key Information Document FR 30.06.2023
Key Information Document IT 30.06.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

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 15.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date10.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.92%
Year to date (YTD) -85.00%
1 month n.a.
3 months -66.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.48
Underlying price on issue259.22
Premium1.25%
Premium p.a.10.86%
Leverage8.02
Implied volatility1.10

Reference data

ISIN CH1268376980
Symbol TSLFYZ
Security 126837698
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Tesla Rg, US88160R1014
Underlying ISIN US88160R1014
Strike 400.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 30.06.2023

Key figures

Premium 124.91%
Premium p.a. 1085.57%
Leverage 323.40
Implied volatility 110.09%
Moneyness out-of-the-money
Leverage 8.0161
Delta 0.0248
Gamma 0.0000
Theta -0.0008
Rho 0.0001
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 400.55
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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