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ZKB Call Warrant auf
Mercedes-Benz Group AG

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

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 04.06.2024 02:40:11

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 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 04.06.24 14:40 04.06.24 14:40

Current data

Last price paid 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 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 -83.33%
Year to date (YTD) -60.00%
1 month -75.00%
3 months -88.24%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue63.62
Premium0.05%
Premium p.a.0.77%
Leverage28.74
Implied volatility0.23

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 5.03%
Premium p.a. 76.54%
Leverage 105.75
Implied volatility 22.89%
Moneyness out-of-the-money
Leverage 28.7433
Delta 0.2718
Gamma 0.0044
Theta -0.0014
Rho 0.0005
Vega 0.0027
Fair value 0.03
Intrinsic value n.a.
Break-even 68.62
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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