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ZKB Call Warrant auf
Tesla Inc

ISIN: CH1250737538 Security: 125073753 Symbol: TSL6VZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

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 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.035
Change +16.67% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 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 -95.89%
Year to date (YTD) -96.15%
1 month -53.33%
3 months -81.58%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.73
Underlying price on issue185.92
Premium0.24%
Premium p.a.2.13%
Leverage13.18
Implied volatility0.49

Reference data

ISIN CH1250737538
Symbol TSL6VZ
Security 125073753
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Tesla Rg, US88160R1014
Underlying ISIN US88160R1014
Strike 220.00
C/P type call
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 24.46%
Premium p.a. 212.58%
Leverage 107.80
Implied volatility 48.54%
Moneyness out-of-the-money
Leverage 13.1845
Delta 0.1223
Gamma 0.0002
Theta -0.0013
Rho 0.0004
Vega 0.0022
Fair value 0.03
Intrinsic value n.a.
Break-even 221.65
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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