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ZKB Call Warrant auf
Mercedes-Benz Group AG

ISIN: CH1305142601 Security: 130514260 Symbol: MBGN1Z Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.05.2024 09:01:04

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 14.05.24 09:01 14.05.24 09:01

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 08.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -81.82%
Year to date (YTD) n.a.
1 month -85.71%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue73.36
Premium0.11%
Premium p.a.0.91%
Leverage23.72
Implied volatility0.25

Reference data

ISIN CH1305142601
Symbol MBGN1Z
Security 130514260
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 05.03.2024

Key figures

Premium 11.25%
Premium p.a. 91.27%
Leverage 168.13
Implied volatility 24.53%
Moneyness out-of-the-money
Leverage 23.7159
Delta 0.1411
Gamma 0.0019
Theta -0.0008
Rho 0.0006
Vega 0.0026
Fair value 0.02
Intrinsic value n.a.
Break-even 76.41
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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