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ZKB Call Warrant auf
Mercedes-Benz Group AG

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

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 675'000.00

Volume 350'000.00

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

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 0.07 0.08
Volume 675'000.00 350'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.08
Change -5.88% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.06.2024 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 -37.50%
Year to date (YTD) n.a.
1 month -46.67%
3 months -55.56%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue67.78
Premium0.19%
Premium p.a.0.33%
Leverage10.51
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 19.10%
Premium p.a. 32.74%
Leverage 42.05
Implied volatility 22.73%
Moneyness out-of-the-money
Leverage 10.5081
Delta 0.2499
Gamma 0.0015
Theta -0.0005
Rho 0.0042
Vega 0.0076
Fair value 0.08
Intrinsic value n.a.
Break-even 77.55
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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