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ZKB Call Warrant auf
Mercedes-Benz Group AG

ISIN: CH1268386005 Security: 126838600 Symbol: MBGBBZ Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 14.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.08.2023
Key Information Document DE 29.08.2023
Key Information Document EN 29.08.2023
Key Information Document FR 29.08.2023
Key Information Document IT 29.08.2023

Price data

  Bid Ask
Price 0.05 0.06
Volume 1'000'000.00 500'000.00
Date/time 14.05.24 17:15 14.05.24 17:15

Current data

Last price paid 0.05
Change +11.11% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date05.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -76.09%
Year to date (YTD) -16.67%
1 month -76.19%
3 months -23.08%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue67.56
Premium0.05%
Premium p.a.0.44%
Leverage21.14
Implied volatility0.21

Reference data

ISIN CH1268386005
Symbol MBGBBZ
Security 126838600
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Mercedes-Benz Grp.N, DE0007100000
Underlying ISIN DE0007100000
Strike 72.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 29.08.2023

Key figures

Premium 5.45%
Premium p.a. 44.24%
Leverage 61.81
Implied volatility 21.06%
Moneyness out-of-the-money
Leverage 21.1367
Delta 0.3420
Gamma 0.0036
Theta -0.0011
Rho 0.0014
Vega 0.0044
Fair value 0.06
Intrinsic value n.a.
Break-even 73.12
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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