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ZKB Put Warrant auf
Mercedes-Benz Group AG

ISIN: CH1305139359 Security: 130513935 Symbol: MBGVUZ Life cycle
Secondary market

Bid Price 0.16

Ask Price 0.17

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.02.2024
Key Information Document DE 22.02.2024
Key Information Document EN 22.02.2024
Key Information Document FR 22.02.2024
Key Information Document IT 22.02.2024

Price data

  Bid Ask
Price 0.16 0.17
Volume 300'000.00 300'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.17
Change -5.56% [ -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 date29.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -25.00%
Year to date (YTD) n.a.
1 month +6.25%
3 months -15.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue71.49
Premium0.09%
Premium p.a.0.14%
Leverage6.82
Implied volatility0.25

Reference data

ISIN CH1305139359
Symbol MBGVUZ
Security 130513935
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 put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 22.02.2024

Key figures

Premium 8.69%
Premium p.a. 14.22%
Leverage 19.95
Implied volatility 25.17%
Moneyness out-of-the-money
Leverage 6.8186
Delta -0.3419
Gamma 0.0014
Theta -0.0004
Rho -0.0079
Vega 0.0094
Fair value 0.17
Intrinsic value n.a.
Break-even 60.67
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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