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ZKB Call Warrant auf
Merck KGaA

ISIN: CH1338495810 Security: 133849581 Symbol: MRKRTZ Life cycle
Secondary market

Bid Price 0.28

Ask Price 0.29

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 17.05.2024 05:15:00

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 0.28 0.29
Volume 200'000.00 200'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.28
Change +7.69% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +137.50%
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 price0.12
Underlying price on issue153.08
Premium0.01%
Premium p.a.0.12%
Leverage9.50
Implied volatility0.27

Reference data

ISIN CH1338495810
Symbol MRKRTZ
Security 133849581
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Merck I, DE0006599905
Underlying ISIN DE0006599905
Strike 155.00
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 1.34%
Premium p.a. 11.65%
Leverage 11.58
Implied volatility 27.10%
Moneyness in-the-money
Leverage 9.4967
Delta 0.8202
Gamma 0.0003
Theta -0.0012
Rho 0.0028
Vega 0.0029
Fair value 0.04
Intrinsic value n.a.
Break-even 169.44
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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