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ZKB Put Warrant auf
Merck KGaA

ISIN: CH1338495943 Security: 133849594 Symbol: MRKKXZ Life cycle
Secondary market

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) 17.06.2024 01:03:03

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 17.06.24 13:03 17.06.24 13:03

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 -92.31%
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
Premium0.13%
Premium p.a.4.20%
Leverage23.36
Implied volatility0.54

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 12.66%
Premium p.a. 420.18%
Leverage 327.31
Implied volatility 53.88%
Moneyness out-of-the-money
Leverage 23.3603
Delta -0.0714
Gamma 0.0002
Theta -0.0018
Rho -0.0001
Vega 0.0008
Fair value 0.01
Intrinsic value n.a.
Break-even 149.48
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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