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ZKB Call Warrant auf
Mercedes-Benz Group AG

ISIN: CH1305151339 Security: 130515133 Symbol: MBGDYZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.04.2024
Key Information Document DE 10.04.2024
Key Information Document EN 10.04.2024
Key Information Document FR 10.04.2024
Key Information Document IT 10.04.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date17.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.31%
Year to date (YTD) n.a.
1 month -72.73%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue77.11
Premium0.16%
Premium p.a.1.92%
Leverage24.18
Implied volatility0.33

Reference data

ISIN CH1305151339
Symbol MBGDYZ
Security 130515133
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Mercedes-Benz Grp.N, DE0007100000
Underlying ISIN DE0007100000
Strike 77.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 10.04.2024

Key figures

Premium 16.30%
Premium p.a. 191.95%
Leverage 328.81
Implied volatility 33.19%
Moneyness out-of-the-money
Leverage 24.1840
Delta 0.0736
Gamma 0.0011
Theta -0.0007
Rho 0.0002
Vega 0.0013
Fair value 0.01
Intrinsic value n.a.
Break-even 77.20
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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