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ZKB Call Warrant auf
Mercedes-Benz Group AG

ISIN: CH1305137767 Security: 130513776 Symbol: MBGVDZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.02.2024
Key Information Document DE 16.02.2024
Key Information Document EN 16.02.2024
Key Information Document FR 16.02.2024
Key Information Document IT 16.02.2024

Price data

  Bid Ask
Price 0.10 0.11
Volume 575'000.00 300'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.10
Change -16.67% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -12.50%
Year to date (YTD) n.a.
1 month -50.00%
3 months -41.18%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue67.78
Premium0.18%
Premium p.a.0.29%
Leverage9.46
Implied volatility0.23

Reference data

ISIN CH1305137767
Symbol MBGVDZ
Security 130513776
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Mercedes-Benz Grp.N, DE0007100000
Underlying ISIN DE0007100000
Strike 76.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 16.02.2024

Key figures

Premium 17.60%
Premium p.a. 28.80%
Leverage 31.34
Implied volatility 23.32%
Moneyness out-of-the-money
Leverage 9.4650
Delta 0.3021
Gamma 0.0015
Theta -0.0006
Rho 0.0054
Vega 0.0090
Fair value 0.11
Intrinsic value n.a.
Break-even 78.12
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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