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ZKB Call Warrant auf
Mercedes-Benz Group AG

ISIN: CH1281051164 Security: 128105116 Symbol: MBG8CZ Life cycle
Secondary market

Bid Price 0.35

Ask Price 0.36

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 28.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.35 0.36
Volume 150'000.00 150'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.35
Change +2.94% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +36.54%
Year to date (YTD) +52.17%
1 month -32.69%
3 months -28.57%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue62.76
Premium0.07%
Premium p.a.0.12%
Leverage6.12
Implied volatility0.25

Reference data

ISIN CH1281051164
Symbol MBG8CZ
Security 128105116
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Mercedes-Benz Grp.N, DE0007100000
Underlying ISIN DE0007100000
Strike 64.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 7.10%
Premium p.a. 11.62%
Leverage 9.27
Implied volatility 24.68%
Moneyness in-the-money
Leverage 6.1193
Delta 0.6600
Gamma 0.0014
Theta -0.0007
Rho 0.0111
Vega 0.0094
Fair value 0.23
Intrinsic value n.a.
Break-even 71.17
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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