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ZKB Call Warrant auf
Mercedes-Benz Group AG

ISIN: CH1281035795 Security: 128103579 Symbol: MBGJGZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 09:17:36

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 09:17 29.05.24 09:17

Current data

Last price paid 0.05
Change -16.67% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -72.22%
Year to date (YTD) -50.00%
1 month -84.38%
3 months -83.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue63.62
Premium0.04%
Premium p.a.0.47%
Leverage24.76
Implied volatility0.21

Reference data

ISIN CH1281035795
Symbol MBGJGZ
Security 128103579
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Mercedes-Benz Grp.N, DE0007100000
Underlying ISIN DE0007100000
Strike 68.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 19.10.2023

Key figures

Premium 3.96%
Premium p.a. 46.64%
Leverage 65.76
Implied volatility 20.69%
Moneyness out-of-the-money
Leverage 24.7623
Delta 0.3766
Gamma 0.0048
Theta -0.0013
Rho 0.0010
Vega 0.0036
Fair value 0.05
Intrinsic value n.a.
Break-even 69.01
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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