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ZKB Put Warrant auf
Tesla Inc

ISIN: CH1250737629 Security: 125073762 Symbol: TSLZCZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

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 0.01 0.02
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 0.02
Change -20.00% [ -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 -95.31%
Year to date (YTD) -60.00%
1 month -66.67%
3 months -66.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue185.92
Premium0.27%
Premium p.a.2.38%
Leverage10.69
Implied volatility0.61

Reference data

ISIN CH1250737629
Symbol TSLZCZ
Security 125073762
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Tesla Rg, US88160R1014
Underlying ISIN US88160R1014
Strike 130.00
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 27.42%
Premium p.a. 238.28%
Leverage 215.47
Implied volatility 61.07%
Moneyness out-of-the-money
Leverage 10.6950
Delta -0.0496
Gamma 0.0001
Theta -0.0008
Rho -0.0002
Vega 0.0011
Fair value 0.02
Intrinsic value n.a.
Break-even 129.17
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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