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ZKB Call Warrant auf
Mercedes-Benz Group AG

ISIN: CH1281036876 Security: 128103687 Symbol: MBG24Z Life cycle
Secondary market

Bid Price 0.27

Ask Price 0.28

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 07.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.11.2023
Key Information Document DE 02.11.2023
Key Information Document EN 02.11.2023
Key Information Document FR 02.11.2023
Key Information Document IT 02.11.2023

Price data

  Bid Ask
Price 0.27 0.28
Volume 200'000.00 200'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.28
Change -3.45% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.11.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +52.78%
Year to date (YTD) +3.70%
1 month -58.21%
3 months -56.25%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue57.39
Premium0.01%
Premium p.a.0.12%
Leverage10.03
Implied volatility0.32

Reference data

ISIN CH1281036876
Symbol MBG24Z
Security 128103687
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Mercedes-Benz Grp.N, DE0007100000
Underlying ISIN DE0007100000
Strike 60.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 02.11.2023

Key figures

Premium 0.70%
Premium p.a. 12.21%
Leverage 11.49
Implied volatility 32.22%
Moneyness in-the-money
Leverage 10.0332
Delta 0.8735
Gamma 0.0021
Theta -0.0015
Rho 0.0014
Vega 0.0016
Fair value 0.02
Intrinsic value n.a.
Break-even 65.68
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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