Electrical wire to use w/ 240V outlet for Tesla charger?
THWN is the stuff you need

You'll need to get get 6 AWG copper or 4 AWG aluminum THWN in black and/or red for the live wires as well as white for the neutral and 10 AWG bare copper for the ground wire.  While it sounds like "40A charger = 40A circuit", NEC 625.41 says that the charger is a continuous load, which requires upsizing the wire to 6AWG (or 4AWG for aluminum) and the breaker to 50A as a 40A breaker will eventually trip if subject to continuous 40A current through it.

If you know how long the conduit run is as-run -- you can order wire by-the-foot in each color (including bare) and add about 5' for terminations at each end.  Or, you can get a bunch of white (say, a 250' spool should leave you and the sparky with plenty left over to negotiate over), and have the electrician treat it as the universal donor wire color it is (tape flags for hots, strip it bare for grounding duty).

Using wet-rated (UF) cable is a bad idea because it makes the pull harder for the electrician, and the wires inside aren't marked for individual use so you can't take the jacket off.