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

ISIN: CH1338507267 Security: 133850726 Symbol: MBG87Z Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 02.08.2024 05:15:01

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 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 02.08.24 17:15 02.08.24 17:15

Current data

Last price paid 0.05
Change -23.08% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.08.2024 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 -75.00%
Year to date (YTD) n.a.
1 month -58.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue66.65
Premium0.33%
Premium p.a.0.36%
Leverage8.13
Implied volatility0.28

Reference data

ISIN CH1338507267
Symbol MBG87Z
Security 133850726
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
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 28.05.2024

Key figures

Premium 32.62%
Premium p.a. 36.19%
Leverage 60.43
Implied volatility 28.20%
Moneyness out-of-the-money
Leverage 8.1287
Delta 0.1345
Gamma 0.0007
Theta -0.0002
Rho 0.0024
Vega 0.0055
Fair value 0.05
Intrinsic value n.a.
Break-even 76.96
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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