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ZKB Call Warrant auf
Tesla Inc

ISIN: CH1305132693 Security: 130513269 Symbol: TSLBTZ Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 22.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.01.2024
Key Information Document DE 25.01.2024
Key Information Document EN 25.01.2024
Key Information Document FR 25.01.2024
Key Information Document IT 25.01.2024

Price data

  Bid Ask
Price 0.12 0.13
Volume 400'000.00 400'000.00
Date/time 22.05.24 17:15 22.05.24 17:15

Current data

Last price paid 0.12
Change +9.09% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date01.02.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -65.28%
Year to date (YTD) n.a.
1 month +118.18%
3 months -58.62%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue190.86
Premium0.37%
Premium p.a.1.04%
Leverage6.36
Implied volatility0.52

Reference data

ISIN CH1305132693
Symbol TSLBTZ
Security 130513269
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Tesla Rg, US88160R1014
Underlying ISIN US88160R1014
Strike 240.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 25.01.2024

Key figures

Premium 36.61%
Premium p.a. 104.40%
Leverage 26.42
Implied volatility 52.08%
Moneyness out-of-the-money
Leverage 6.3576
Delta 0.2406
Gamma 0.0001
Theta -0.0013
Rho 0.0023
Vega 0.0061
Fair value 0.13
Intrinsic value n.a.
Break-even 246.84
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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