The factory antenna has a metal grounding braid from the antenna to a ground point on the car. You should be able to make one. If the aftermarket antenna doesn't have any place to connect a wire, you could try putting a (metal, screw-type) hose clamp around the antenna case (metal tube) and clamping a wire to the case. Then run the wire to the ground point on the chassis. It needs to be tight or you will have noisy reception. In the long term you should consider returning to the factory antenna. New they are expensive but you should be able to find a used one in a junkyard or from someone who sells used parts.

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"Buster" in the '95

Our all-Diesel family
1996 E300D (W210) . .338,000 miles Wife's car
2005 E320 CDI . . 113,000 miles My car
Santa Rosa population 176,762 (2022)
Total. . . . . . . . . . . . 627,762
"Oh lord won't you buy me a Mercedes Benz."
-- Janis Joplin, October 1, 1970