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ZKB Put Warrant auf
Tesla Inc

ISIN: CH1305131133 Security: 130513113 Symbol: TSL7EZ Life cycle
Secondary market

Bid Price 0.48

Ask Price 0.49

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.01.2024
Key Information Document DE 22.01.2024
Key Information Document EN 22.01.2024
Key Information Document FR 22.01.2024
Key Information Document IT 22.01.2024

Price data

  Bid Ask
Price 0.48 0.49
Volume 125'000.00 125'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.49
Change -3.92% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date29.01.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +21.25%
Year to date (YTD) n.a.
1 month -37.18%
3 months +19.51%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.40
Underlying price on issue214.23
Premium0.08%
Premium p.a.0.23%
Leverage3.29
Implied volatility0.52

Reference data

ISIN CH1305131133
Symbol TSL7EZ
Security 130513113
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Tesla Rg, US88160R1014
Underlying ISIN US88160R1014
Strike 190.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 22.01.2024

Key figures

Premium 8.49%
Premium p.a. 23.30%
Leverage 6.68
Implied volatility 51.63%
Moneyness in-the-money
Leverage 3.2920
Delta -0.4929
Gamma 0.0002
Theta -0.0012
Rho -0.0076
Vega 0.0078
Fair value 0.27
Intrinsic value n.a.
Break-even 163.28
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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