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ZKB Put Warrant auf
Tesla Inc

ISIN: CH1305150331 Security: 130515033 Symbol: TSLLZZ Life cycle
Secondary market

Bid Price 0.45

Ask Price 0.46

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 04.04.2024
Key Information Document DE 04.04.2024
Key Information Document EN 04.04.2024
Key Information Document FR 04.04.2024
Key Information Document IT 04.04.2024

Price data

  Bid Ask
Price 0.45 0.46
Volume 125'000.00 125'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.46
Change -2.13% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date11.04.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -24.17%
Year to date (YTD) n.a.
1 month -26.98%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.60
Underlying price on issue169.60
Premium0.24%
Premium p.a.0.22%
Leverage2.02
Implied volatility0.54

Reference data

ISIN CH1305150331
Symbol TSLLZZ
Security 130515033
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Tesla Rg, US88160R1014
Underlying ISIN US88160R1014
Strike 160.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 04.04.2024

Key figures

Premium 24.23%
Premium p.a. 21.54%
Leverage 7.11
Implied volatility 54.21%
Moneyness out-of-the-money
Leverage 2.0153
Delta -0.2836
Gamma 0.0001
Theta -0.0006
Rho -0.0153
Vega 0.0116
Fair value 0.46
Intrinsic value n.a.
Break-even 134.94
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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