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ZKB Call Warrant auf
Mercedes-Benz Group AG

ISIN: CH1305139342 Security: 130513934 Symbol: MBGI6Z Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

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 0.06 0.07
Volume 925'000.00 475'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.065
Change -13.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 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 -45.83%
Year to date (YTD) n.a.
1 month -53.57%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue71.49
Premium0.22%
Premium p.a.0.37%
Leverage10.63
Implied volatility0.23

Reference data

ISIN CH1305139342
Symbol MBGI6Z
Security 130513934
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Mercedes-Benz Grp.N, DE0007100000
Underlying ISIN DE0007100000
Strike 80.00
C/P type call
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 22.40%
Premium p.a. 36.67%
Leverage 50.62
Implied volatility 23.15%
Moneyness out-of-the-money
Leverage 10.6261
Delta 0.2099
Gamma 0.0012
Theta -0.0005
Rho 0.0038
Vega 0.0074
Fair value 0.07
Intrinsic value n.a.
Break-even 81.31
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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