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ZKB Call Warrant auf
Tesla Inc

ISIN: CH1281052477 Security: 128105247 Symbol: TSLVZZ Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.12.2023
Key Information Document DE 18.12.2023
Key Information Document EN 18.12.2023
Key Information Document FR 18.12.2023
Key Information Document IT 18.12.2023

Price data

  Bid Ask
Price 0.05 0.06
Volume 1'000'000.00 500'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.055
Change +10.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date27.12.2023
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -87.78%
Year to date (YTD) -83.33%
1 month -8.33%
3 months -35.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.45
Underlying price on issue254.47
Premium1.27%
Premium p.a.1.81%
Leverage5.31
Implied volatility0.58

Reference data

ISIN CH1281052477
Symbol TSLVZZ
Security 128105247
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
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 18.12.2023

Key figures

Premium 126.60%
Premium p.a. 181.22%
Leverage 58.73
Implied volatility 58.37%
Moneyness out-of-the-money
Leverage 5.3128
Delta 0.0905
Gamma 0.0000
Theta -0.0005
Rho 0.0017
Vega 0.0044
Fair value 0.06
Intrinsic value n.a.
Break-even 403.03
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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