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ZKB Put Warrant auf
Tesla Inc

ISIN: CH1250737579 Security: 125073757 Symbol: TSLPFZ Life cycle
Secondary market

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 600'000.00

Volume 300'000.00

Date/time (delayed) 28.05.2024 10:57:34

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.05.2023
Key Information Document DE 25.05.2023
Key Information Document EN 25.05.2023
Key Information Document FR 25.05.2023
Key Information Document IT 25.05.2023

Price data

  Bid Ask
Price 0.085 0.095
Volume 600'000.00 300'000.00
Date/time 28.05.24 10:57 28.05.24 10:57

Current data

Last price paid 0.11
Change -8.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -85.71%
Year to date (YTD) -8.33%
1 month -66.67%
3 months -42.11%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.63
Underlying price on issue185.92
Premium0.08%
Premium p.a.0.93%
Leverage11.15
Implied volatility0.45

Reference data

ISIN CH1250737579
Symbol TSLPFZ
Security 125073757
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Tesla Rg, US88160R1014
Underlying ISIN US88160R1014
Strike 170.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 25.05.2023

Key figures

Premium 7.91%
Premium p.a. 93.12%
Leverage 36.32
Implied volatility 44.83%
Moneyness out-of-the-money
Leverage 11.1511
Delta -0.3070
Gamma 0.0003
Theta -0.0023
Rho -0.0009
Vega 0.0033
Fair value 0.09
Intrinsic value n.a.
Break-even 165.06
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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