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ZKB Call Warrant auf 2024-20.06.2025 Mercedes-Benz Group AG
Mercedes-Benz Group AG

ISIN: CH1338507242 Security: 133850724 Symbol: MBGBHZ Life cycle
Secondary market

Bid Price 0.16

Ask Price 0.17

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

Date/time (delayed) 10.07.2024 09:33:18

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 28.05.2024
Key Information Document DE 28.05.2024
Key Information Document EN 28.05.2024
Key Information Document FR 28.05.2024
Key Information Document IT 28.05.2024

Price data

  Bid Ask
Price 0.16 0.17
Volume 325'000.00 325'000.00
Date/time 10.07.24 09:33 10.07.24 09:33

Current data

Last price paid 0.17
Change -22.73% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 09.07.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date04.06.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -43.10%
Year to date (YTD) n.a.
1 month -32.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue66.65
Premium0.16%
Premium p.a.0.17%
Leverage6.24
Implied volatility0.28

Reference data

ISIN CH1338507242
Symbol MBGBHZ
Security 133850724
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Mercedes-Benz Grp.N, DE0007100000
Underlying ISIN DE0007100000
Strike 70.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 28.05.2024

Key figures

Premium 16.34%
Premium p.a. 16.95%
Leverage 18.55
Implied volatility 28.42%
Moneyness out-of-the-money
Leverage 6.2361
Delta 0.3363
Gamma 0.0011
Theta -0.0003
Rho 0.0066
Vega 0.0105
Fair value 0.17
Intrinsic value n.a.
Break-even 73.40
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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