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ZKB Put Warrant auf
Tesla Inc

ISIN: CH1268383408 Security: 126838340 Symbol: TSLWRZ Life cycle
Secondary market

Bid Price 0.87

Ask Price 0.88

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 17.05.2024 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 0.87 0.88
Volume 75'000.00 75'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.88
Change -3.30% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 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 +16.67%
Year to date (YTD) +100.00%
1 month -28.46%
3 months +27.54%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.75
Underlying price on issue236.95
Premium0.03%
Premium p.a.0.09%
Leverage2.48
Implied volatility0.53

Reference data

ISIN CH1268383408
Symbol TSLWRZ
Security 126838340
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Tesla Rg, US88160R1014
Underlying ISIN US88160R1014
Strike 220.00
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 3.38%
Premium p.a. 9.27%
Leverage 3.69
Implied volatility 52.70%
Moneyness in-the-money
Leverage 2.4829
Delta -0.6728
Gamma 0.0001
Theta -0.0009
Rho -0.0111
Vega 0.0070
Fair value 0.11
Intrinsic value n.a.
Break-even 171.81
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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