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ZKB Call Warrant auf
Merck KGaA

ISIN: CH1305153632 Security: 130515363 Symbol: MRKWJZ Life cycle
redeemed

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.09.2024 12:00:00

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.09.2024 12:05

Life cycle

Fixing20.09.2024
Settlement date02.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -88.89%
Year to date (YTD) n.a.
1 month -85.00%
3 months -91.18%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue153.08
Premium0.06%
Premium p.a.3.15%
Leverage41.79
Implied volatility0.35

Reference data

ISIN CH1305153632
Symbol MRKWJZ
Security 130515363
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Merck I, DE0006599905
Underlying ISIN DE0006599905
Strike 170.00
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 6.05%
Premium p.a. 315.45%
Leverage 304.51
Implied volatility 35.31%
Moneyness out-of-the-money
Leverage 41.7861
Delta 0.1372
Gamma 0.0006
Theta -0.0023
Rho 0.0001
Vega 0.0009
Fair value 0.01
Intrinsic value n.a.
Break-even 170.53
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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