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ZKB Call Warrant auf
Mercedes-Benz Group AG

ISIN: CH1268369811 Security: 126836981 Symbol: MBGFPZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 13.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 13.05.24 17:15 13.05.24 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 02.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.23%
Year to date (YTD) -40.00%
1 month -57.14%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue73.46
Premium0.17%
Premium p.a.1.39%
Leverage20.50
Implied volatility0.31

Reference data

ISIN CH1268369811
Symbol MBGFPZ
Security 126836981
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 12.06.2023

Key figures

Premium 17.48%
Premium p.a. 138.67%
Leverage 223.11
Implied volatility 30.97%
Moneyness out-of-the-money
Leverage 20.4954
Delta 0.0919
Gamma 0.0011
Theta -0.0007
Rho 0.0004
Vega 0.0020
Fair value 0.02
Intrinsic value n.a.
Break-even 80.31
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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