Inhaltsseite: Home

ZKB Put Warrant auf
Mercedes-Benz Group AG

ISIN: CH1305134517 Security: 130513451 Symbol: MBGINZ Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

Date/time (delayed) 13.05.2024 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 0.09 0.10
Volume 575'000.00 300'000.00
Date/time 13.05.24 17:15 13.05.24 17:15

Current data

Last price paid 0.10
Change -9.09% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date07.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -68.33%
Year to date (YTD) n.a.
1 month -16.67%
3 months -56.52%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue62.41
Premium0.15%
Premium p.a.0.23%
Leverage7.26
Implied volatility0.27

Reference data

ISIN CH1305134517
Symbol MBGINZ
Security 130513451
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Mercedes-Benz Grp.N, DE0007100000
Underlying ISIN DE0007100000
Strike 60.00
C/P type put
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 15.14%
Premium p.a. 23.22%
Leverage 35.25
Implied volatility 27.20%
Moneyness out-of-the-money
Leverage 7.2559
Delta -0.2058
Gamma 0.0010
Theta -0.0004
Rho -0.0051
Vega 0.0077
Fair value 0.10
Intrinsic value n.a.
Break-even 58.06
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading