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ZKB Put Warrant auf
Merck KGaA

ISIN: CH1338495992 Security: 133849599 Symbol: MRKT0Z Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 26.06.2024 02:39:51

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 26.06.24 14:39 26.06.24 14:39

Current data

Last price paid 0.10
Change +17.65% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date02.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -28.13%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue153.08
Premium0.14%
Premium p.a.0.26%
Leverage6.57
Implied volatility0.31

Reference data

ISIN CH1338495992
Symbol MRKT0Z
Security 133849599
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Merck I, DE0006599905
Underlying ISIN DE0006599905
Strike 140.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 24.04.2024

Key figures

Premium 13.85%
Premium p.a. 26.06%
Leverage 25.95
Implied volatility 30.95%
Moneyness out-of-the-money
Leverage 6.5730
Delta -0.2533
Gamma 0.0002
Theta -0.0005
Rho -0.0046
Vega 0.0070
Fair value 0.12
Intrinsic value n.a.
Break-even 134.00
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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