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ZKB Put Warrant auf
Merck KGaA

ISIN: CH1338495943 Security: 133849594 Symbol: MRKKXZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 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 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 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 10.06.2024 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 -91.92%
Year to date (YTD) n.a.
1 month -81.25%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue153.08
Premium0.10%
Premium p.a.5.21%
Leverage26.97
Implied volatility0.56

Reference data

ISIN CH1338495943
Symbol MRKKXZ
Security 133849594
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 10.00%
Premium p.a. 521.29%
Leverage 301.54
Implied volatility 56.46%
Moneyness out-of-the-money
Leverage 26.9708
Delta -0.0894
Gamma 0.0003
Theta -0.0027
Rho -0.0001
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 149.45
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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