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ZKB Call Warrant auf
Tesla Inc

ISIN: CH1305146925 Security: 130514692 Symbol: TSLYWZ Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.26 0.27
Volume 200'000.00 200'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.26
Change +4.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date27.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -26.39%
Year to date (YTD) n.a.
1 month +44.44%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue172.62
Premium0.21%
Premium p.a.0.57%
Leverage5.27
Implied volatility0.50

Reference data

ISIN CH1305146925
Symbol TSLYWZ
Security 130514692
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Tesla Rg, US88160R1014
Underlying ISIN US88160R1014
Strike 200.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 20.03.2024

Key figures

Premium 20.65%
Premium p.a. 56.68%
Leverage 12.19
Implied volatility 50.29%
Moneyness out-of-the-money
Leverage 5.2742
Delta 0.4327
Gamma 0.0002
Theta -0.0016
Rho 0.0041
Vega 0.0077
Fair value 0.27
Intrinsic value n.a.
Break-even 214.59
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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