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ZKB Call Warrant auf
Tesla Inc

ISIN: CH1305131083 Security: 130513108 Symbol: TSL62Z Life cycle
Secondary market

Bid Price 0.075

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 325'000.00

Date/time (delayed) 28.05.2024 05:15:01

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 0.075 0.085
Volume 625'000.00 325'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.085
Change -5.56% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 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 -84.00%
Year to date (YTD) n.a.
1 month -15.00%
3 months -71.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.50
Underlying price on issue214.24
Premium0.44%
Premium p.a.1.33%
Leverage6.98
Implied volatility0.53

Reference data

ISIN CH1305131083
Symbol TSL62Z
Security 130513108
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Tesla Rg, US88160R1014
Underlying ISIN US88160R1014
Strike 250.00
C/P type call
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 44.39%
Premium p.a. 132.80%
Leverage 40.12
Implied volatility 52.62%
Moneyness out-of-the-money
Leverage 6.9846
Delta 0.1741
Gamma 0.0001
Theta -0.0011
Rho 0.0016
Vega 0.0048
Fair value 0.08
Intrinsic value n.a.
Break-even 254.39
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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