Inhaltsseite: Home

ZKB Put Warrant auf
Merck KGaA

ISIN: CH1338496024 Security: 133849602 Symbol: MRK4JZ Life cycle
Secondary market

Bid Price 0.08

Ask Price 0.09

Currency CHF

Exchange SIX Structured Products

Volume 600'000.00

Volume 300'000.00

Date/time (delayed) 27.09.2024 05:03:53

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 0.08 0.09
Volume 600'000.00 300'000.00
Date/time 27.09.24 17:03 27.09.24 17:03

Current data

Last price paid 0.095
Change -13.64% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.09.2024 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 -60.87%
Year to date (YTD) n.a.
1 month +35.71%
3 months -47.22%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue153.08
Premium0.10%
Premium p.a.0.35%
Leverage9.43
Implied volatility0.30

Reference data

ISIN CH1338496024
Symbol MRK4JZ
Security 133849602
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Merck I, DE0006599905
Underlying ISIN DE0006599905
Strike 150.00
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 9.75%
Premium p.a. 35.22%
Leverage 33.66
Implied volatility 29.95%
Moneyness out-of-the-money
Leverage 9.4281
Delta -0.2801
Gamma 0.0003
Theta -0.0007
Rho -0.0026
Vega 0.0054
Fair value 0.09
Intrinsic value n.a.
Break-even 145.22
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading