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ZKB Put Warrant auf
Tesla Inc

ISIN: CH1281052527 Security: 128105252 Symbol: TSL06Z Life cycle
Secondary market

Bid Price 1.42

Ask Price 1.43

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

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 1.42 1.43
Volume 50'000.00 50'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 1.43
Change -1.38% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 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 +53.23%
Year to date (YTD) +76.54%
1 month -19.21%
3 months +23.28%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.93
Underlying price on issue254.47
Premium0.04%
Premium p.a.0.05%
Leverage1.47
Implied volatility0.58

Reference data

ISIN CH1281052527
Symbol TSL06Z
Security 128105252
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
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 18.12.2023

Key figures

Premium 3.54%
Premium p.a. 5.07%
Leverage 2.27
Implied volatility 57.59%
Moneyness in-the-money
Leverage 1.4738
Delta -0.6504
Gamma 0.0001
Theta -0.0006
Rho -0.0246
Vega 0.0100
Fair value 0.11
Intrinsic value n.a.
Break-even 171.52
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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