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ZKB Put Warrant auf
Tesla Inc

ISIN: CH1281035951 Security: 128103595 Symbol: TSLTFZ Life cycle
Secondary market

Bid Price 1.16

Ask Price 1.17

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 27.05.2024 04:28:24

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 1.16 1.17
Volume 50'000.00 50'000.00
Date/time 27.05.24 16:28 27.05.24 16:28

Current data

Last price paid 1.13
Change -3.42% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +30.90%
Year to date (YTD) +135.42%
1 month -21.53%
3 months +22.83%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.89
Underlying price on issue225.46
Premium0.02%
Premium p.a.0.19%
Leverage2.32
Implied volatility0.91

Reference data

ISIN CH1281035951
Symbol TSLTFZ
Security 128103595
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Tesla Rg, US88160R1014
Underlying ISIN US88160R1014
Strike 240.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 19.10.2023

Key figures

Premium 1.67%
Premium p.a. 19.00%
Leverage 2.81
Implied volatility 91.24%
Moneyness in-the-money
Leverage 2.3150
Delta -0.8233
Gamma 0.0001
Theta -0.0030
Rho -0.0034
Vega 0.0025
Fair value 0.05
Intrinsic value n.a.
Break-even 176.25
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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