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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 0.16 0.17
Volume 325'000.00 325'000.00
Date/time 25.06.24 17:15 25.06.24 17:15

Current data

Last price paid 0.16
Change +23.08% [ +0.03 ]
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 -28.26%
Year to date (YTD) n.a.
1 month +23.08%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

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 10.23%
Premium p.a. 19.15%
Leverage 18.28
Implied volatility 29.68%
Moneyness out-of-the-money
Leverage 6.1530
Delta -0.3366
Gamma 0.0002
Theta -0.0005
Rho -0.0063
Vega 0.0080
Fair value 0.17
Intrinsic value n.a.
Break-even 141.38
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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