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ZKB Put Warrant auf
Tesla Inc

ISIN: CH1305136835 Security: 130513683 Symbol: TSLDLZ Life cycle
Secondary market

Bid Price 0.97

Ask Price 0.98

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.02.2024
Key Information Document DE 12.02.2024
Key Information Document EN 12.02.2024
Key Information Document FR 12.02.2024
Key Information Document IT 12.02.2024

Price data

  Bid Ask
Price 0.97 0.98
Volume 75'000.00 75'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.98
Change -2.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date20.02.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +2.63%
Year to date (YTD) n.a.
1 month -21.60%
3 months +20.99%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.95
Underlying price on issue194.96
Premium0.09%
Premium p.a.0.11%
Leverage1.69
Implied volatility0.55

Reference data

ISIN CH1305136835
Symbol TSLDLZ
Security 130513683
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Tesla Rg, US88160R1014
Underlying ISIN US88160R1014
Strike 215.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 12.02.2024

Key figures

Premium 9.22%
Premium p.a. 10.68%
Leverage 3.31
Implied volatility 55.05%
Moneyness in-the-money
Leverage 1.6854
Delta -0.5093
Gamma 0.0001
Theta -0.0006
Rho -0.0226
Vega 0.0120
Fair value 0.30
Intrinsic value n.a.
Break-even 161.31
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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