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ZKB Put Warrant auf
Tesla Inc

ISIN: CH1268383366 Security: 126838336 Symbol: TSLTUZ Life cycle
Secondary market

Bid Price 1.34

Ask Price 1.35

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 24.05.2024 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 1.34 1.35
Volume 50'000.00 50'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 1.35
Change -2.88% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 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 +26.89%
Year to date (YTD) +98.53%
1 month -17.68%
3 months +19.47%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.06
Underlying price on issue236.95
Premium0.01%
Premium p.a.0.02%
Leverage1.90
Implied volatility0.57

Reference data

ISIN CH1268383366
Symbol TSLTUZ
Security 126838336
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Tesla Rg, US88160R1014
Underlying ISIN US88160R1014
Strike 250.00
C/P type put
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 0.84%
Premium p.a. 2.43%
Leverage 2.42
Implied volatility 56.72%
Moneyness in-the-money
Leverage 1.9047
Delta -0.7873
Gamma 0.0001
Theta -0.0007
Rho -0.0135
Vega 0.0055
Fair value 0.03
Intrinsic value n.a.
Break-even 176.45
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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