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ZKB Call Warrant auf
Mercedes-Benz Group AG

ISIN: CH1305134509 Security: 130513450 Symbol: MBGO3Z Life cycle
Secondary market

Bid Price 0.30

Ask Price 0.31

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.30 0.31
Volume 175'000.00 175'000.00
Date/time 14.05.24 17:15 14.05.24 17:15

Current data

Last price paid 0.30
Change +15.38% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +117.86%
Year to date (YTD) n.a.
1 month -46.43%
3 months +42.86%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue62.41
Premium0.01%
Premium p.a.0.10%
Leverage9.34
Implied volatility0.26

Reference data

ISIN CH1305134509
Symbol MBGO3Z
Security 130513450
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Mercedes-Benz Grp.N, DE0007100000
Underlying ISIN DE0007100000
Strike 64.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 31.01.2024

Key figures

Premium 1.24%
Premium p.a. 10.07%
Leverage 11.15
Implied volatility 25.77%
Moneyness in-the-money
Leverage 9.3363
Delta 0.8374
Gamma 0.0020
Theta -0.0011
Rho 0.0031
Vega 0.0029
Fair value 0.04
Intrinsic value n.a.
Break-even 70.22
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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