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ZKB Call Warrant auf
Tesla Inc

ISIN: CH1305132727 Security: 130513272 Symbol: TSL08Z Life cycle
Secondary market

Bid Price 0.22

Ask Price 0.23

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 23.05.2024 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 0.22 0.23
Volume 250'000.00 250'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.23
Change -8.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date01.02.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -54.08%
Year to date (YTD) n.a.
1 month +109.09%
3 months -42.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.49
Underlying price on issue190.89
Premium0.49%
Premium p.a.0.71%
Leverage4.44
Implied volatility0.53

Reference data

ISIN CH1305132727
Symbol TSL08Z
Security 130513272
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Tesla Rg, US88160R1014
Underlying ISIN US88160R1014
Strike 250.00
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 48.54%
Premium p.a. 71.16%
Leverage 14.35
Implied volatility 52.50%
Moneyness out-of-the-money
Leverage 4.4414
Delta 0.3095
Gamma 0.0001
Theta -0.0011
Rho 0.0053
Vega 0.0094
Fair value 0.23
Intrinsic value n.a.
Break-even 262.31
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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