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ZKB Put Warrant auf
Tesla Inc

ISIN: CH1338498806 Security: 133849880 Symbol: TSL7IZ Life cycle
Secondary market

Bid Price 0.70

Ask Price 0.71

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 26.06.2024 03:51:34

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.70 0.71
Volume 75'000.00 75'000.00
Date/time 26.06.24 15:51 26.06.24 15:51

Current data

Last price paid 0.77
Change -1.28% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.06.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date14.05.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -18.82%
Year to date (YTD) n.a.
1 month -10.47%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.93
Underlying price on issue183.18
Premium0.16%
Premium p.a.0.16%
Leverage1.79
Implied volatility0.55

Reference data

ISIN CH1338498806
Symbol TSL7IZ
Security 133849880
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Tesla Rg, US88160R1014
Underlying ISIN US88160R1014
Strike 200.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 06.05.2024

Key figures

Premium 15.70%
Premium p.a. 15.66%
Leverage 4.45
Implied volatility 54.64%
Moneyness in-the-money
Leverage 1.7922
Delta -0.4025
Gamma 0.0001
Theta -0.0007
Rho -0.0211
Vega 0.0130
Fair value 0.53
Intrinsic value n.a.
Break-even 157.93
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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