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ZKB Call Warrant auf
Tesla Inc

ISIN: CH1268383416 Security: 126838341 Symbol: TSLMMZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

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 14.08.2023
Key Information Document DE 14.08.2023
Key Information Document EN 14.08.2023
Key Information Document FR 14.08.2023
Key Information Document IT 14.08.2023

Price data

  Bid Ask
Price 0.025 0.035
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 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date21.08.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -94.23%
Year to date (YTD) -90.00%
1 month 0.00%
3 months -50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.52
Underlying price on issue236.95
Premium1.01%
Premium p.a.3.08%
Leverage6.76
Implied volatility0.69

Reference data

ISIN CH1268383416
Symbol TSLMMZ
Security 126838341
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Tesla Rg, US88160R1014
Underlying ISIN US88160R1014
Strike 350.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 14.08.2023

Key figures

Premium 100.55%
Premium p.a. 308.40%
Leverage 105.58
Implied volatility 68.65%
Moneyness out-of-the-money
Leverage 6.7610
Delta 0.0640
Gamma 0.0000
Theta -0.0007
Rho 0.0006
Vega 0.0023
Fair value 0.03
Intrinsic value n.a.
Break-even 351.66
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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