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ZKB Call Warrant auf
Merck KGaA

ISIN: CH1338495836 Security: 133849583 Symbol: MRK2NZ Life cycle
redeemed

Bid Price 0.12

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

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Price data

  Bid Ask
Price 0.12 0.14
Volume 425'000.00 425'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.13
Change +30.00% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.06.2024 17:20

Life cycle

Performance

Perf. since issue +62.50%
Year to date (YTD) n.a.
1 month -35.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue153.08
Premium0.00%
Premium p.a.0.19%
Leverage20.62
Implied volatility0.28

Reference data

ISIN CH1338495836
Symbol MRK2NZ
Security 133849583
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Merck I, DE0006599905
Underlying ISIN DE0006599905
Strike 160.00
C/P type call
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 0.37%
Premium p.a. 19.39%
Leverage 24.38
Implied volatility 27.62%
Moneyness in-the-money
Leverage 20.6208
Delta 0.8459
Gamma 0.0008
Theta -0.0023
Rho 0.0005
Vega 0.0010
Fair value 0.01
Intrinsic value n.a.
Break-even 166.82
SSPA value at risk n.a.
SSPA risk rating n.a.

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