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ZKB Put Warrant auf
Tesla Inc

ISIN: CH1305135365 Security: 130513536 Symbol: TSLSHZ Life cycle
Secondary market

Bid Price 0.31

Ask Price 0.32

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.31 0.32
Volume 175'000.00 175'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.32
Change -8.57% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -30.00%
Year to date (YTD) n.a.
1 month -53.62%
3 months +6.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.45
Underlying price on issue185.85
Premium0.03%
Premium p.a.0.28%
Leverage6.30
Implied volatility0.46

Reference data

ISIN CH1305135365
Symbol TSLSHZ
Security 130513536
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Tesla Rg, US88160R1014
Underlying ISIN US88160R1014
Strike 190.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 31.01.2024

Key figures

Premium 3.24%
Premium p.a. 28.15%
Leverage 10.28
Implied volatility 45.90%
Moneyness in-the-money
Leverage 6.3013
Delta -0.6127
Gamma 0.0003
Theta -0.0020
Rho -0.0026
Vega 0.0042
Fair value 0.10
Intrinsic value n.a.
Break-even 172.65
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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